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  • ALB vs BG✓SelectedUSD · BGALB vs BG performance historyLatest closeAs of-2.82%09/09
Stock and ETF performance explorer

ALB vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-45.1%
BG return
+84.9%
Excess return
-130.0%
Maximum drawdown
-83.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
1D-2.8%-0.3%-2.5%-2.7%
7D-8.6%+0.5%-9.1%-8.8%
30D-4.0%+10.3%-14.4%-8.9%
3M-17.4%-1.9%-15.5%-17.3%
6M-25.4%+5.2%-30.6%-28.1%
YTD-10.5%+41.2%-51.7%-25.7%
1Y+75.8%+50.5%+25.3%+40.4%
3Y-28.5%+19.9%-48.4%-37.9%
5Y-45.1%+86.7%-131.8%-64.7%
All-45.1%+84.9%-130.0%-64.7%

Cumulative growth

Daily Returns

Daily percentage return beside BG.

Daily Out/Under-Performance

Portfolio return minus BG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BG 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 BG 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