+83.0%
ALB vs BAH
+182.5%
-99.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +2.9% |
| 7D | -4.4% | -4.3% | -0.1% | -3.2% |
| 30D | -1.2% | -4.5% | +3.3% | +0.1% |
| 3M | -13.3% | -7.6% | -5.7% | -11.7% |
| 6M | -19.8% | -10.6% | -9.2% | -17.9% |
| YTD | -7.9% | -12.6% | +4.6% | -6.8% |
| 1Y | +60.2% | -27.0% | +87.1% | +71.4% |
| 3Y | -26.4% | -31.5% | +5.0% | -23.6% |
| 5Y | -42.5% | -3.8% | -38.7% | -49.9% |
| 10Y | +83.0% | +183.9% | -100.9% | +20.4% |
| All | +83.0% | +182.5% | -99.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling