+33.0%
ALB vs BB
+28.9%
+4.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.4% | -4.0% |
| 7D | +5.3% | +11.6% | -6.3% | +2.5% |
| 30D | -6.3% | +2.6% | -8.8% | -7.3% |
| 3M | -27.4% | +3.5% | -30.9% | -28.9% |
| 6M | -53.1% | +43.5% | -96.6% | -58.5% |
| YTD | -32.3% | +141.2% | -173.5% | -47.5% |
| 1Y | -7.3% | +97.4% | -104.7% | -25.1% |
| 3Y | -14.9% | +151.1% | -166.0% | -38.2% |
| 5Y | -62.0% | -12.8% | -49.2% | -67.3% |
| 10Y | +33.0% | +27.5% | +5.5% | -16.4% |
| All | +33.0% | +28.9% | +4.1% | -16.4% |
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