+40.8%
ALB vs BAH
+218.8%
-178.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +9.5% | -1.5% | +11.0% | +9.9% |
| 30D | -2.1% | +17.3% | -19.4% | -6.8% |
| 3M | -24.1% | +14.9% | -39.0% | -27.5% |
| 6M | -51.0% | +14.2% | -65.3% | -53.5% |
| YTD | -29.3% | +5.1% | -34.5% | -32.5% |
| 1Y | +3.2% | +2.1% | +1.1% | -0.9% |
| 3Y | -9.3% | -26.0% | +16.7% | -6.7% |
| 5Y | -61.6% | +9.0% | -70.6% | -67.6% |
| 10Y | +40.8% | +208.8% | -168.0% | -6.5% |
| All | +40.8% | +218.8% | -178.0% | -6.5% |
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