+764.4%
BAX vs ALB
+2,114.0%
-1,349.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.3% | +0.8% |
| 7D | +3.6% | +5.3% | -1.6% | +2.7% |
| 30D | +8.5% | -6.3% | +14.8% | +9.6% |
| 3M | -4.9% | -27.4% | +22.5% | +0.2% |
| 6M | +47.0% | -53.1% | +100.1% | +66.2% |
| YTD | +38.4% | -32.3% | +70.8% | +45.4% |
| 1Y | +49.1% | -7.3% | +56.4% | +47.8% |
| 3Y | -14.9% | -14.9% | 0.0% | -19.5% |
| 5Y | -63.1% | -62.0% | -1.1% | -61.3% |
| 10Y | -35.6% | +33.0% | -68.6% | -51.4% |
| All | +764.4% | +2,114.0% | -1,349.6% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling