+75.8%
ALB vs BN
-12.4%
+88.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.2% |
| 7D | -8.6% | -3.0% | -5.6% | -7.7% |
| 30D | -4.0% | -13.0% | +9.0% | +0.7% |
| 3M | -17.4% | -15.2% | -2.2% | -12.5% |
| 6M | -25.4% | -5.9% | -19.5% | -24.9% |
| YTD | -10.5% | -15.8% | +5.2% | -7.7% |
| 1Y | +75.8% | -12.2% | +88.0% | +74.3% |
| All | +75.8% | -12.4% | +88.2% | +74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling