-43.9%
ALB vs BAH
-3.4%
-40.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.2% |
| 7D | -8.1% | -3.2% | -4.8% | -7.5% |
| 30D | +6.3% | +2.0% | +4.3% | +5.9% |
| 3M | -23.6% | -7.6% | -15.9% | -22.5% |
| 6M | -24.6% | -5.7% | -18.9% | -24.2% |
| YTD | -10.3% | -11.7% | +1.5% | -9.6% |
| 1Y | +61.5% | -27.4% | +88.8% | +70.4% |
| 3Y | -34.0% | -32.5% | -1.4% | -32.3% |
| All | -43.9% | -3.4% | -40.5% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling