+74.6%
AG vs ALB
+80.1%
-5.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.9% |
| 7D | -0.1% | -8.6% | +8.5% | +2.3% |
| 30D | +12.5% | -4.0% | +16.5% | +13.4% |
| 3M | +28.2% | -17.4% | +45.5% | +34.6% |
| 6M | -18.8% | -25.4% | +6.5% | -12.6% |
| YTD | +27.4% | -10.5% | +37.9% | +31.4% |
| 1Y | +132.2% | +75.8% | +56.4% | +103.2% |
| 3Y | +286.9% | -28.5% | +315.4% | +290.7% |
| 5Y | +72.8% | -45.1% | +117.9% | +80.4% |
| 10Y | +74.6% | +87.3% | -12.7% | +19.6% |
| All | +74.6% | +80.1% | -5.5% | +19.6% |
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