-62.1%
ALB vs BEN
+19.4%
-81.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -2.1% |
| 7D | +9.1% | +6.6% | +2.5% | +4.4% |
| 30D | -3.4% | +3.8% | -7.3% | -6.1% |
| 3M | -20.6% | +0.2% | -20.8% | -21.3% |
| 6M | -48.2% | +10.4% | -58.6% | -52.2% |
| YTD | -29.2% | +46.2% | -75.4% | -47.2% |
| 1Y | +10.0% | +52.3% | -42.2% | -20.7% |
| 3Y | -12.9% | +65.9% | -78.8% | -42.7% |
| All | -62.1% | +19.4% | -81.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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