+399.1%
BAC vs ALB
+74.5%
+324.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +1.0% |
| 7D | +1.1% | -8.1% | +9.2% | +3.1% |
| 30D | -0.4% | +6.3% | -6.7% | -2.2% |
| 3M | +16.9% | -23.6% | +40.5% | +23.8% |
| 6M | +26.6% | -24.6% | +51.2% | +32.6% |
| YTD | +15.8% | -10.3% | +26.1% | +14.3% |
| 1Y | +27.2% | +61.5% | -34.3% | +4.7% |
| 3Y | +132.4% | -34.0% | +166.4% | +131.2% |
| 5Y | +72.6% | -44.6% | +117.2% | +69.6% |
| All | +399.1% | +74.5% | +324.6% | +174.8% |
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