+80.5%
BAC vs ALAB
+490.6%
-410.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.8% | -9.8% | -0.5% |
| 7D | +1.1% | +7.2% | -6.1% | +0.8% |
| 30D | -0.4% | -2.5% | +2.1% | -0.4% |
| 3M | +16.9% | -13.3% | +30.2% | +16.7% |
| 6M | +26.6% | +172.8% | -146.2% | +18.3% |
| YTD | +15.8% | +86.6% | -70.8% | +9.9% |
| 1Y | +27.2% | +65.2% | -38.0% | +20.5% |
| All | +80.5% | +490.6% | -410.0% | +60.0% |
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