-33.8%
ALB vs COMP
-52.0%
+18.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -4.5% | +16.6% | -21.1% | -7.7% |
| 3M | -28.1% | -23.5% | -4.6% | -25.0% |
| 6M | -53.2% | +25.7% | -78.9% | -56.1% |
| YTD | -33.3% | -3.4% | -29.9% | -35.7% |
| 1Y | -17.4% | +7.6% | -25.0% | -22.4% |
| 3Y | -14.1% | +423.6% | -437.7% | -45.2% |
| 5Y | -64.0% | -10.6% | -53.4% | -69.6% |
| All | -33.8% | -52.0% | +18.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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