-14.1%
ALB vs BN
+96.7%
-110.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.3% |
| 7D | -5.8% | -1.0% | -4.8% | -5.2% |
| 30D | -4.5% | +14.0% | -18.5% | -13.8% |
| 3M | -28.1% | -9.0% | -19.1% | -23.6% |
| 6M | -53.2% | -8.8% | -44.3% | -50.6% |
| YTD | -33.3% | -10.3% | -23.1% | -30.4% |
| 1Y | -17.4% | -5.8% | -11.6% | -17.4% |
| 3Y | -14.1% | +94.8% | -108.9% | -65.5% |
| All | -14.1% | +96.7% | -110.9% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling