+1,509.3%
ALB vs BB
+258.8%
+1,250.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | -5.6% | -2.4% | -7.3% |
| 30D | +6.3% | -11.8% | +18.1% | +8.0% |
| 3M | -23.6% | -25.5% | +2.0% | -21.1% |
| 6M | -24.6% | +121.3% | -145.9% | -34.3% |
| YTD | -10.3% | +103.2% | -113.4% | -20.8% |
| 1Y | +61.5% | +102.6% | -41.2% | +42.2% |
| 3Y | -34.0% | +37.5% | -71.5% | -40.5% |
| 5Y | -44.6% | -30.4% | -14.1% | -46.5% |
| 10Y | +76.1% | 0.0% | +76.1% | +46.6% |
| All | +1,509.3% | +258.8% | +1,250.4% | +1,122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling