+73.4%
ALB vs BR
+189.7%
-116.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.6% |
| 7D | -6.9% | -3.0% | -4.0% | -5.3% |
| 30D | -8.4% | -0.3% | -8.1% | -8.4% |
| 3M | -25.9% | +17.3% | -43.2% | -33.4% |
| 6M | -29.7% | -6.7% | -23.0% | -28.0% |
| YTD | -16.5% | -23.4% | +7.0% | -4.4% |
| 1Y | +58.7% | -32.7% | +91.4% | +97.8% |
| 3Y | -34.0% | -5.9% | -28.0% | -35.2% |
| 5Y | -48.3% | +8.4% | -56.7% | -54.8% |
| All | +73.4% | +189.7% | -116.2% | -11.7% |
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