-45.1%
ALB vs BG
+84.9%
-130.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -8.6% | +0.5% | -9.1% | -8.8% |
| 30D | -4.0% | +10.3% | -14.4% | -8.9% |
| 3M | -17.4% | -1.9% | -15.5% | -17.3% |
| 6M | -25.4% | +5.2% | -30.6% | -28.1% |
| YTD | -10.5% | +41.2% | -51.7% | -25.7% |
| 1Y | +75.8% | +50.5% | +25.3% | +40.4% |
| 3Y | -28.5% | +19.9% | -48.4% | -37.9% |
| 5Y | -45.1% | +86.7% | -131.8% | -64.7% |
| All | -45.1% | +84.9% | -130.0% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling