+391.8%
BAC vs ALM
+3,219.4%
-2,827.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -0.7% |
| 7D | +1.2% | +8.4% | -7.3% | +0.9% |
| 30D | -0.7% | +34.8% | -35.6% | -1.7% |
| 3M | +16.9% | +16.2% | +0.7% | +16.1% |
| 6M | +29.6% | +2.1% | +27.5% | +28.7% |
| YTD | +15.3% | +117.0% | -101.8% | +11.9% |
| 1Y | +28.8% | +313.9% | -285.0% | +22.6% |
| 3Y | +136.4% | +2,327.9% | -2,191.5% | +113.4% |
| 5Y | +72.9% | +1,040.6% | -967.7% | +57.7% |
| 10Y | +391.8% | +3,219.4% | -2,827.7% | +344.5% |
| All | +391.8% | +3,219.4% | -2,827.7% | +344.5% |
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