+199.7%
ALB vs BAH
+886.2%
-686.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.0% |
| 7D | -8.1% | -3.2% | -4.8% | -7.2% |
| 30D | +6.3% | +2.0% | +4.3% | +5.6% |
| 3M | -23.6% | -7.6% | -15.9% | -22.2% |
| 6M | -24.6% | -5.7% | -18.9% | -24.3% |
| YTD | -10.3% | -11.7% | +1.5% | -9.4% |
| 1Y | +61.5% | -27.4% | +88.8% | +72.7% |
| 3Y | -34.0% | -32.5% | -1.4% | -30.3% |
| 5Y | -44.6% | -3.3% | -41.3% | -49.8% |
| 10Y | +76.1% | +186.0% | -109.9% | +11.3% |
| All | +199.7% | +886.2% | -686.5% | +16.2% |
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 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