+83.0%
ALB vs BN
+259.6%
-176.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +4.5% |
| 7D | -4.4% | -1.2% | -3.2% | -3.7% |
| 30D | -1.2% | -10.9% | +9.7% | +6.9% |
| 3M | -13.3% | -11.1% | -2.2% | -6.2% |
| 6M | -19.8% | -4.4% | -15.4% | -18.5% |
| YTD | -7.9% | -14.1% | +6.2% | 0.0% |
| 1Y | +60.2% | -11.1% | +71.2% | +68.7% |
| 3Y | -26.4% | +75.6% | -102.0% | -53.3% |
| 5Y | -42.5% | +35.8% | -78.3% | -56.7% |
| 10Y | +83.0% | +261.6% | -178.6% | -25.4% |
| All | +83.0% | +259.6% | -176.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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