+71.4%
BAC vs ALM
+951.0%
-879.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +1.1% | -2.6% | +3.7% | +1.2% |
| 30D | -0.4% | +32.0% | -32.4% | -1.6% |
| 3M | +16.9% | -15.0% | +31.9% | +17.1% |
| 6M | +26.6% | -10.1% | +36.7% | +26.0% |
| YTD | +15.8% | +99.4% | -83.6% | +11.5% |
| 1Y | +27.2% | +316.4% | -289.2% | +18.6% |
| 3Y | +132.4% | +2,022.0% | -1,889.6% | +104.2% |
| All | +71.4% | +951.0% | -879.5% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling