+76.4%
BND vs ALB
+286.5%
-210.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | 0.0% |
| 7D | -0.1% | -8.1% | +7.9% | -0.2% |
| 30D | -0.4% | +6.3% | -6.6% | -0.3% |
| 3M | -0.6% | -23.6% | +22.9% | -0.8% |
| 6M | -1.4% | -24.6% | +23.2% | -1.6% |
| YTD | -0.2% | -10.3% | +10.0% | -0.2% |
| 1Y | +1.3% | +61.5% | -60.2% | +1.7% |
| 3Y | +13.2% | -34.0% | +47.1% | +12.9% |
| 5Y | -1.6% | -44.6% | +43.0% | -1.6% |
| 10Y | +15.5% | +76.1% | -60.6% | +18.7% |
| All | +76.4% | +286.5% | -210.1% | +84.1% |
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 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