+83.0%
ALB vs BB
+3.3%
+79.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.1% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | -1.2% | -12.4% | +11.2% | +1.5% |
| 3M | -13.3% | -15.3% | +2.0% | -11.8% |
| 6M | -19.8% | +128.8% | -148.5% | -36.6% |
| YTD | -7.9% | +107.7% | -115.6% | -25.5% |
| 1Y | +60.2% | +103.9% | -43.7% | +29.4% |
| 3Y | -26.4% | +72.6% | -99.0% | -41.8% |
| 5Y | -42.5% | -24.3% | -18.3% | -48.5% |
| 10Y | +83.0% | +3.1% | +79.9% | +20.7% |
| All | +83.0% | +3.3% | +79.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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