+233.0%
BAC vs ALM
+2,084.7%
-1,851.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | -1.9% | -7.2% | +5.3% | -1.6% |
| 30D | -7.2% | -26.4% | +19.2% | -6.3% |
| 3M | -20.4% | -38.6% | +18.2% | -19.4% |
| 6M | +1.3% | -61.0% | +62.3% | +3.6% |
| YTD | -6.4% | -7.4% | +1.0% | -7.0% |
| 1Y | -3.5% | +14.0% | -17.5% | -4.8% |
| 3Y | +96.7% | +844.4% | -747.7% | +82.4% |
| 5Y | +20.6% | +410.8% | -390.2% | +12.4% |
| 10Y | +233.0% | +2,084.7% | -1,851.7% | +215.9% |
| All | +233.0% | +2,084.7% | -1,851.7% | +215.9% |
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