+45.5%
BAC vs ALAB
+333.4%
-287.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.3% |
| 7D | +1.5% | +26.9% | -25.4% | +0.3% |
| 30D | -6.4% | -30.0% | +23.6% | -5.2% |
| 3M | -21.7% | -28.5% | +6.9% | -20.9% |
| 6M | +0.5% | +11.4% | -10.9% | -1.8% |
| YTD | -6.7% | +36.9% | -43.6% | -10.6% |
| 1Y | -4.7% | +44.4% | -49.0% | -9.1% |
| All | +45.5% | +333.4% | -287.9% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling