-22.1%
BA vs ALB
-61.7%
+39.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.1% | +9.1% | -8.0% | -0.7% |
| 30D | -7.9% | -3.4% | -4.5% | -7.5% |
| 3M | -25.3% | -20.6% | -4.7% | -22.2% |
| 6M | -24.6% | -48.2% | +23.6% | -14.3% |
| YTD | -20.1% | -29.2% | +9.1% | -17.0% |
| 1Y | -11.8% | +10.0% | -21.8% | -17.6% |
| 3Y | -10.1% | -12.9% | +2.8% | -19.4% |
| All | -22.1% | -61.7% | +39.6% | -18.6% |
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