-17.4%
ALB vs BB
+99.6%
-117.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | -5.8% | +1.8% | -7.6% | -6.0% |
| 30D | -4.5% | +8.1% | -12.7% | -5.6% |
| 3M | -28.1% | -1.0% | -27.1% | -28.3% |
| 6M | -53.2% | +45.9% | -99.1% | -56.8% |
| YTD | -33.3% | +134.8% | -168.1% | -44.9% |
| 1Y | -17.4% | +104.6% | -122.0% | -33.4% |
| All | -17.4% | +99.6% | -117.0% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling