+237.7%
BAC vs ALB
+34.3%
+203.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.3% |
| 7D | +2.1% | +5.3% | -3.2% | +0.7% |
| 30D | -6.7% | -6.3% | -0.4% | -5.4% |
| 3M | -20.2% | -27.4% | +7.2% | -14.3% |
| 6M | -0.2% | -53.1% | +52.9% | +18.6% |
| YTD | -6.4% | -32.3% | +25.9% | -1.4% |
| 1Y | -3.1% | -7.3% | +4.2% | -6.8% |
| 3Y | +96.7% | -14.9% | +111.7% | +74.8% |
| 5Y | +21.3% | -62.0% | +83.3% | +32.8% |
| 10Y | +237.7% | +33.0% | +204.7% | +101.0% |
| All | +237.7% | +34.3% | +203.4% | +101.0% |
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