+263.2%
BAC vs ALM
+2,022.9%
-1,759.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -1.2% | -6.7% | +5.5% | -1.0% |
| 30D | -7.7% | -32.9% | +25.2% | -6.6% |
| 3M | -21.2% | -39.5% | +18.3% | -20.1% |
| 6M | -6.8% | -62.0% | +55.1% | -4.7% |
| YTD | -8.7% | -7.8% | -0.9% | -9.2% |
| 1Y | -5.3% | +26.7% | -32.0% | -6.8% |
| 3Y | +87.4% | +825.4% | -737.9% | +73.9% |
| 5Y | +18.9% | +401.2% | -382.3% | +10.9% |
| All | +263.2% | +2,022.9% | -1,759.7% | +245.0% |
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