-33.3%
BAX vs ALB
+34.2%
-67.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +0.4% | -3.6% | +3.9% | +0.9% |
| 30D | +3.4% | -2.9% | +6.3% | +3.8% |
| 3M | -4.5% | -25.8% | +21.4% | -0.5% |
| 6M | +44.0% | -53.6% | +97.6% | +60.4% |
| YTD | +34.9% | -32.4% | +67.3% | +40.8% |
| 1Y | +37.9% | -13.0% | +50.9% | +38.3% |
| 3Y | -17.1% | -15.0% | -2.1% | -21.2% |
| 5Y | -64.3% | -63.5% | -0.7% | -62.3% |
| All | -33.3% | +34.2% | -67.5% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling