-3.2%
ALB vs BAH
+2.1%
-5.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | 0.0% |
| 7D | +9.5% | -1.5% | +11.0% | +9.4% |
| 30D | -2.1% | +17.3% | -19.4% | -1.3% |
| 3M | -24.1% | +14.9% | -39.0% | -23.4% |
| 6M | -51.0% | +14.2% | -65.3% | -50.2% |
| YTD | -29.3% | +5.1% | -34.5% | -28.7% |
| All | -3.2% | +2.1% | -5.3% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling