+42.4%
BAC vs ALAB
+262.8%
-220.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -6.9% | -1.0% |
| 7D | -1.2% | -26.3% | +25.1% | +0.1% |
| 30D | -7.7% | -50.1% | +42.4% | -5.0% |
| 3M | -21.2% | -42.5% | +21.3% | -19.5% |
| 6M | -6.8% | -10.8% | +4.0% | -7.9% |
| YTD | -8.7% | +14.6% | -23.3% | -11.7% |
| 1Y | -5.3% | +17.1% | -22.4% | -8.8% |
| All | +42.4% | +262.8% | -220.5% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling