+71.4%
BAC vs ALB
-44.4%
+115.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.6% |
| 7D | +1.1% | -8.1% | +9.2% | +2.4% |
| 30D | -0.4% | +6.3% | -6.7% | -1.6% |
| 3M | +16.9% | -23.6% | +40.5% | +21.5% |
| 6M | +26.6% | -24.6% | +51.2% | +30.6% |
| YTD | +15.8% | -10.3% | +26.1% | +14.7% |
| 1Y | +27.2% | +61.5% | -34.3% | +11.1% |
| 3Y | +132.4% | -34.0% | +166.4% | +134.7% |
| All | +71.4% | -44.4% | +115.8% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling