+228.3%
ABT vs ALB
+34.3%
+194.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.4% |
| 7D | +1.0% | +5.3% | -4.3% | +0.5% |
| 30D | +11.6% | -6.3% | +17.8% | +12.2% |
| 3M | +2.3% | -27.4% | +29.7% | +5.3% |
| 6M | +32.7% | -53.1% | +85.8% | +42.3% |
| YTD | -9.6% | -32.3% | +22.7% | -8.0% |
| 1Y | -10.1% | -7.3% | -2.8% | -12.0% |
| 3Y | +25.2% | -14.9% | +40.1% | +18.0% |
| 5Y | -4.5% | -62.0% | +57.5% | -0.4% |
| 10Y | +228.3% | +33.0% | +195.3% | +130.1% |
| All | +228.3% | +34.3% | +194.0% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling