+83.0%
ALB vs A
+237.5%
-154.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +4.4% |
| 7D | -4.4% | -2.1% | -2.4% | -3.1% |
| 30D | -1.2% | +0.6% | -1.8% | -1.9% |
| 3M | -13.3% | +10.9% | -24.2% | -20.2% |
| 6M | -19.8% | +28.2% | -47.9% | -34.9% |
| YTD | -7.9% | +8.6% | -16.5% | -15.6% |
| 1Y | +60.2% | +15.5% | +44.6% | +38.7% |
| 3Y | -26.4% | +31.8% | -58.2% | -42.7% |
| 5Y | -42.5% | -14.9% | -27.7% | -40.0% |
| 10Y | +83.0% | +237.8% | -154.8% | -23.6% |
| All | +83.0% | +237.5% | -154.4% | -23.6% |
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