+38.6%
ALB vs BR
+277.7%
-239.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -5.8% | +1.1% | -6.8% | -6.4% |
| 30D | -4.5% | +14.4% | -18.9% | -11.9% |
| 3M | -28.1% | +12.4% | -40.5% | -33.2% |
| 6M | -53.2% | +35.4% | -88.6% | -61.7% |
| YTD | -33.3% | -12.2% | -21.2% | -29.9% |
| 1Y | -17.4% | -12.7% | -4.7% | -12.8% |
| 3Y | -14.1% | +14.3% | -28.4% | -25.8% |
| 5Y | -64.0% | +19.3% | -83.3% | -70.2% |
| All | +38.6% | +277.7% | -239.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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