+512.8%
BAC vs ALM
+7,705.7%
-7,193.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +1.1% | -2.6% | +3.7% | +1.1% |
| 30D | -0.4% | +32.0% | -32.4% | -0.5% |
| 3M | +16.9% | -15.0% | +31.9% | +16.9% |
| 6M | +26.6% | -10.1% | +36.7% | +26.6% |
| YTD | +15.8% | +99.4% | -83.6% | +15.5% |
| 1Y | +27.2% | +316.4% | -289.2% | +26.6% |
| 3Y | +132.4% | +2,022.0% | -1,889.6% | +130.5% |
| 5Y | +72.6% | +941.2% | -868.6% | +71.3% |
| 10Y | +389.7% | +2,950.3% | -2,560.6% | +384.8% |
| All | +512.8% | +7,705.7% | -7,193.0% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling