+26.5%
BAC vs ALAB
+73.5%
-47.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.8% | -10.3% | -0.7% |
| 7D | +0.6% | +7.2% | -6.7% | +0.4% |
| 30D | -0.9% | -2.5% | +1.6% | -0.9% |
| 3M | +16.3% | -13.3% | +29.6% | +16.0% |
| 6M | +26.0% | +172.8% | -146.9% | +20.0% |
| YTD | +15.2% | +86.6% | -71.4% | +10.9% |
| 1Y | +26.5% | +65.2% | -38.6% | +20.9% |
| All | +26.5% | +73.5% | -47.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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