+74.2%
BND vs ALB
+187.2%
-113.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -1.4% | -5.8% | +4.3% | -1.5% |
| 30D | +0.6% | -4.5% | +5.1% | +0.6% |
| 3M | -1.6% | -28.1% | +26.5% | -1.8% |
| 6M | -1.5% | -53.2% | +51.6% | -2.0% |
| YTD | -1.5% | -33.3% | +31.9% | -1.6% |
| 1Y | -1.1% | -17.4% | +16.4% | -1.1% |
| 3Y | +13.6% | -14.1% | +27.7% | +13.9% |
| 5Y | -1.8% | -64.0% | +62.2% | -2.2% |
| 10Y | +17.0% | +32.8% | -15.8% | +20.1% |
| All | +74.2% | +187.2% | -113.0% | +81.5% |
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