+80.2%
ALB vs BG
+171.4%
-91.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.4% |
| 7D | -7.6% | +3.7% | -11.3% | -9.2% |
| 30D | -5.6% | +12.3% | -17.9% | -10.9% |
| 3M | -16.8% | -2.2% | -14.6% | -16.7% |
| 6M | -26.3% | +5.3% | -31.6% | -28.9% |
| YTD | -13.2% | +42.4% | -55.6% | -27.4% |
| 1Y | +68.8% | +55.2% | +13.6% | +34.8% |
| 3Y | -30.7% | +21.0% | -51.6% | -38.6% |
| 5Y | -46.3% | +87.1% | -133.4% | -61.9% |
| All | +80.2% | +171.4% | -91.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling