+249.6%
ALAB vs ALB
-14.1%
+263.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.1% | +13.8% | +13.8% |
| 7D | -5.6% | +9.5% | -15.0% | -8.9% |
| 30D | -36.6% | -2.1% | -34.5% | -36.3% |
| 3M | -35.1% | -24.1% | -11.0% | -29.4% |
| 6M | +8.5% | -51.0% | +59.6% | +35.9% |
| YTD | +30.4% | -29.3% | +59.7% | +42.1% |
| 1Y | +31.0% | +3.2% | +27.9% | +25.1% |
| All | +249.6% | -14.1% | +263.7% | +172.5% |
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 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