+45.6%
BAC vs ALAB
+312.6%
-267.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +13.7% | -11.4% | +1.7% |
| 7D | +2.0% | -5.6% | +7.6% | +2.1% |
| 30D | -6.9% | -36.6% | +29.7% | -5.3% |
| 3M | -19.6% | -35.1% | +15.5% | -18.4% |
| 6M | -0.5% | +8.5% | -9.0% | -2.6% |
| YTD | -6.6% | +30.4% | -37.0% | -10.3% |
| 1Y | -3.0% | +31.0% | -34.0% | -7.1% |
| All | +45.6% | +312.6% | -267.0% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling