-43.9%
ALB vs BB
-30.6%
-13.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | -5.6% | -2.4% | -6.5% |
| 30D | +6.3% | -11.8% | +18.1% | +9.9% |
| 3M | -23.6% | -25.5% | +2.0% | -18.6% |
| 6M | -24.6% | +121.3% | -145.9% | -45.5% |
| YTD | -10.3% | +103.2% | -113.4% | -33.3% |
| 1Y | +61.5% | +102.6% | -41.2% | +19.0% |
| 3Y | -34.0% | +37.5% | -71.5% | -49.8% |
| All | -43.9% | -30.6% | -13.3% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling