+136.4%
ALB vs BAH
+1,056.2%
-919.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.2% |
| 7D | +9.1% | -3.5% | +12.6% | +10.2% |
| 30D | -3.4% | +24.3% | -27.7% | -9.8% |
| 3M | -20.6% | +16.3% | -36.9% | -24.6% |
| 6M | -48.2% | +13.6% | -61.8% | -50.9% |
| YTD | -29.2% | +3.5% | -32.7% | -32.2% |
| 1Y | +10.0% | +2.7% | +7.3% | +5.2% |
| 3Y | -12.9% | -26.6% | +13.7% | -10.2% |
| 5Y | -61.3% | +8.5% | -69.8% | -66.2% |
| 10Y | +35.8% | +225.1% | -189.3% | -17.8% |
| All | +136.4% | +1,056.2% | -919.9% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling