+46.0%
BAC vs ALAB
+339.3%
-293.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.3% |
| 7D | -1.9% | +3.4% | -5.3% | -2.1% |
| 30D | -7.2% | -28.8% | +21.6% | -6.0% |
| 3M | -20.4% | -26.0% | +5.6% | -19.7% |
| 6M | +1.3% | +11.4% | -10.1% | -1.0% |
| YTD | -6.4% | +38.8% | -45.2% | -10.3% |
| 1Y | -3.5% | +37.8% | -41.3% | -7.8% |
| All | +46.0% | +339.3% | -293.4% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling