-20.9%
BAX vs ALB
-16.8%
-4.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +12.1% | +9.1% | +3.1% | +10.8% |
| 30D | +7.6% | -3.4% | +11.0% | +8.0% |
| 3M | -4.5% | -20.6% | +16.1% | -1.8% |
| 6M | +52.0% | -48.2% | +100.2% | +65.2% |
| YTD | +35.1% | -29.2% | +64.4% | +39.8% |
| 1Y | +43.7% | +10.0% | +33.7% | +40.0% |
| 3Y | -20.9% | -12.9% | -8.0% | -27.1% |
| All | -20.9% | -16.8% | -4.1% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling