-30.9%
BR vs ALM
+279.2%
-310.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | -0.1% |
| 7D | -6.0% | -7.1% | +1.2% | -6.1% |
| 30D | -0.9% | +24.7% | -25.5% | -0.2% |
| 3M | +16.4% | +8.3% | +8.1% | +16.7% |
| 6M | -8.2% | -22.2% | +14.0% | -8.1% |
| YTD | -23.2% | +88.1% | -111.3% | -22.0% |
| 1Y | -30.9% | +272.4% | -303.3% | -31.2% |
| All | -30.9% | +279.2% | -310.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling