+65.7%
AG vs ALB
+32.4%
+33.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | -10.0% | -5.8% | -4.2% | -8.4% |
| 30D | -10.5% | -4.5% | -6.0% | -9.2% |
| 3M | -27.3% | -28.1% | +0.8% | -20.2% |
| 6M | -43.0% | -53.2% | +10.2% | -29.5% |
| YTD | -17.9% | -33.3% | +15.4% | -7.8% |
| 1Y | +11.9% | -17.4% | +29.3% | +19.3% |
| 3Y | +201.8% | -14.1% | +215.9% | +200.8% |
| 5Y | -0.1% | -64.0% | +64.0% | +16.6% |
| All | +65.7% | +32.4% | +33.3% | +26.6% |
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