+1,405.5%
BA vs ALB
+2,835.3%
-1,429.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +2.2% |
| 7D | +1.2% | -8.1% | +9.2% | +3.7% |
| 30D | -11.6% | +6.3% | -17.9% | -13.7% |
| 3M | -2.4% | -23.6% | +21.2% | +5.0% |
| 6M | -6.6% | -24.6% | +18.0% | -0.7% |
| YTD | -2.2% | -10.3% | +8.0% | -2.9% |
| 1Y | -8.0% | +61.5% | -69.5% | -26.0% |
| 3Y | -5.0% | -34.0% | +29.0% | -7.4% |
| 5Y | -2.7% | -44.6% | +41.9% | -4.9% |
| 10Y | +75.9% | +76.1% | -0.2% | +8.5% |
| All | +1,405.5% | +2,835.3% | -1,429.8% | +338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling