+33.0%
ALB vs A
+312.5%
-279.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -3.4% |
| 7D | +5.3% | +1.4% | +3.9% | +4.2% |
| 30D | -6.3% | +4.3% | -10.6% | -9.1% |
| 3M | -27.4% | +19.8% | -47.2% | -36.4% |
| 6M | -53.1% | +54.4% | -107.5% | -66.4% |
| YTD | -32.3% | +31.7% | -64.0% | -45.9% |
| 1Y | -7.3% | +22.4% | -29.7% | -22.3% |
| 3Y | -14.9% | +67.7% | -82.6% | -44.1% |
| 5Y | -62.0% | +15.7% | -77.8% | -68.3% |
| 10Y | +33.0% | +308.7% | -275.7% | -48.8% |
| All | +33.0% | +312.5% | -279.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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