+38.6%
ALB vs BB
+21.8%
+16.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.8% |
| 7D | -5.8% | +1.8% | -7.6% | -6.2% |
| 30D | -4.5% | +8.1% | -12.7% | -6.7% |
| 3M | -28.1% | -1.0% | -27.1% | -28.8% |
| 6M | -53.2% | +45.9% | -99.1% | -58.8% |
| YTD | -33.3% | +134.8% | -168.1% | -48.0% |
| 1Y | -17.4% | +104.6% | -122.0% | -33.8% |
| 3Y | -14.1% | +152.8% | -167.0% | -37.7% |
| 5Y | -64.0% | -17.4% | -46.6% | -68.7% |
| All | +38.6% | +21.8% | +16.9% | -11.1% |
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