+214.5%
BAC vs ALM
+1,942.8%
-1,728.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | +1.5% | -4.0% | +5.5% | +1.6% |
| 30D | -6.4% | -30.5% | +24.1% | -5.4% |
| 3M | -21.7% | -46.9% | +25.2% | -20.3% |
| 6M | +0.5% | -65.5% | +66.0% | +3.2% |
| YTD | -6.7% | -13.4% | +6.7% | -7.1% |
| 1Y | -4.7% | +9.8% | -14.4% | -5.8% |
| 3Y | +96.1% | +783.1% | -687.0% | +82.2% |
| 5Y | +21.7% | +378.3% | -356.6% | +13.6% |
| All | +214.5% | +1,942.8% | -1,728.4% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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