+251.7%
BAC vs ALM
+2,221.4%
-1,969.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | +2.0% |
| 7D | +2.0% | +0.7% | +1.2% | +1.9% |
| 30D | -6.9% | -26.1% | +19.1% | -6.1% |
| 3M | -19.6% | -38.1% | +18.5% | -18.6% |
| 6M | -0.5% | -55.4% | +54.9% | +1.3% |
| YTD | -6.6% | -0.4% | -6.2% | -7.4% |
| 1Y | -3.0% | +25.4% | -28.3% | -4.4% |
| 3Y | +97.3% | +907.8% | -810.4% | +83.1% |
| 5Y | +21.9% | +440.2% | -418.3% | +13.7% |
| 10Y | +251.7% | +2,031.1% | -1,779.5% | +237.3% |
| All | +251.7% | +2,221.4% | -1,969.8% | +237.3% |
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