-29.5%
ALB vs BB
+59.1%
-88.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | -5.6% | -2.4% | -6.7% |
| 30D | +6.3% | -11.8% | +18.1% | +9.4% |
| 3M | -23.6% | -25.5% | +2.0% | -19.1% |
| 6M | -24.6% | +121.3% | -145.9% | -44.4% |
| YTD | -10.3% | +103.2% | -113.4% | -32.1% |
| 1Y | +61.5% | +102.6% | -41.2% | +21.4% |
| All | -29.5% | +59.1% | -88.6% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling