+128.6%
ALB vs BAH
+1,077.1%
-948.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +1.1% | -1.6% | +2.6% | +1.5% |
| 30D | -2.6% | +18.0% | -20.6% | -7.6% |
| 3M | -25.6% | +11.4% | -37.0% | -28.3% |
| 6M | -54.0% | +17.7% | -71.7% | -56.9% |
| YTD | -31.6% | +5.4% | -36.9% | -34.8% |
| 1Y | -6.6% | +2.8% | -9.3% | -10.6% |
| 3Y | -14.0% | -26.7% | +12.7% | -11.1% |
| 5Y | -62.5% | +8.1% | -70.6% | -67.2% |
| 10Y | +36.3% | +202.5% | -166.2% | -15.5% |
| All | +128.6% | +1,077.1% | -948.5% | -16.4% |
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 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