-10.6%
BA vs ALB
-5.3%
-5.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -1.4% | +1.1% | -2.4% | -1.5% |
| 30D | -7.9% | -2.6% | -5.3% | -7.7% |
| 3M | -25.2% | -25.6% | +0.4% | -23.2% |
| 6M | -26.7% | -54.0% | +27.3% | -21.8% |
| YTD | -19.6% | -31.6% | +12.0% | -17.8% |
| 1Y | -10.6% | -6.6% | -4.0% | -11.9% |
| All | -10.6% | -5.3% | -5.3% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling