-23.1%
BA vs ALB
-61.8%
+38.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -3.3% |
| 7D | -0.1% | +5.5% | -5.6% | -1.2% |
| 30D | -9.1% | -7.5% | -1.6% | -7.9% |
| 3M | -28.2% | -16.9% | -11.2% | -25.9% |
| 6M | -23.1% | -49.2% | +26.1% | -12.2% |
| YTD | -20.6% | -29.9% | +9.3% | -17.2% |
| 1Y | -12.7% | +8.2% | -20.9% | -18.2% |
| 3Y | -11.6% | -19.4% | +7.9% | -18.8% |
| 5Y | -23.1% | -61.6% | +38.5% | -20.4% |
| All | -23.1% | -61.8% | +38.7% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling