+263.2%
BAC vs ALB
+33.3%
+229.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.2% | +9.1% | -10.2% | -3.3% |
| 30D | -7.7% | -3.4% | -4.3% | -7.0% |
| 3M | -21.2% | -20.6% | -0.6% | -17.1% |
| 6M | -6.8% | -48.2% | +41.3% | +7.9% |
| YTD | -8.7% | -29.2% | +20.5% | -4.9% |
| 1Y | -5.3% | +10.0% | -15.3% | -13.1% |
| 3Y | +87.4% | -12.9% | +100.3% | +66.0% |
| 5Y | +18.9% | -61.3% | +80.2% | +30.0% |
| All | +263.2% | +33.3% | +229.9% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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