-63.4%
ALB vs BAH
+6.1%
-69.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -5.8% | +1.7% | -7.5% | -6.0% |
| 30D | -4.5% | +20.8% | -25.3% | -7.8% |
| 3M | -28.1% | +11.6% | -39.6% | -29.6% |
| 6M | -53.2% | +23.1% | -76.3% | -55.2% |
| YTD | -33.3% | +5.3% | -38.6% | -35.0% |
| 1Y | -17.4% | +6.1% | -23.6% | -19.9% |
| 3Y | -14.1% | -27.5% | +13.4% | -11.7% |
| All | -63.4% | +6.1% | -69.5% | -69.2% |
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