+48.0%
BAX vs ALB
+4.7%
+43.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.3% | -1.3% | +3.2% |
| 7D | +4.1% | -2.1% | +6.1% | +4.4% |
| 30D | +9.4% | -9.0% | +18.4% | +10.8% |
| 3M | -6.5% | -21.1% | +14.6% | -3.7% |
| 6M | +59.6% | -49.9% | +109.5% | +76.7% |
| YTD | +38.9% | -32.3% | +71.2% | +45.8% |
| 1Y | +48.0% | +8.6% | +39.4% | +49.2% |
| All | +48.0% | +4.7% | +43.3% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling