+87.4%
BAC vs ALB
-16.8%
+104.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.2% | +9.1% | -10.2% | -2.1% |
| 30D | -7.7% | -3.4% | -4.3% | -7.4% |
| 3M | -21.2% | -20.6% | -0.6% | -19.4% |
| 6M | -6.8% | -48.2% | +41.3% | -0.6% |
| YTD | -8.7% | -29.2% | +20.5% | -7.4% |
| 1Y | -5.3% | +10.0% | -15.3% | -9.8% |
| 3Y | +87.4% | -12.9% | +100.3% | +73.5% |
| All | +87.4% | -16.8% | +104.3% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling