-65.8%
BAX vs ALB
-44.4%
-21.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.5% | +1.5% |
| 7D | -1.1% | -8.1% | +6.9% | -0.2% |
| 30D | -5.5% | +6.3% | -11.7% | -6.3% |
| 3M | +33.5% | -23.6% | +57.1% | +37.4% |
| 6M | +35.9% | -24.6% | +60.5% | +39.4% |
| YTD | +35.4% | -10.3% | +45.6% | +35.9% |
| 1Y | +9.8% | +61.5% | -51.7% | +2.2% |
| 3Y | -32.7% | -34.0% | +1.2% | -34.7% |
| All | -65.8% | -44.4% | -21.4% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling