+23.4%
BA vs ALB
+34.2%
-10.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -0.6% | -3.6% | +3.0% | +0.5% |
| 30D | -8.0% | -2.9% | -5.1% | -7.7% |
| 3M | -25.8% | -25.8% | 0.0% | -19.6% |
| 6M | -27.6% | -53.6% | +26.0% | -9.8% |
| YTD | -21.0% | -32.4% | +11.4% | -15.4% |
| 1Y | -12.3% | -13.0% | +0.8% | -14.0% |
| 3Y | -12.8% | -15.0% | +2.2% | -24.4% |
| 5Y | -22.4% | -63.5% | +41.2% | -11.8% |
| All | +23.4% | +34.2% | -10.9% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling