+33.0%
ALB vs D
+44.7%
-11.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +5.3% | +2.4% | +2.9% | +4.2% |
| 30D | -6.3% | +10.9% | -17.2% | -10.5% |
| 3M | -27.4% | +2.8% | -30.3% | -28.4% |
| 6M | -53.1% | +12.7% | -65.8% | -55.8% |
| YTD | -32.3% | +20.3% | -52.6% | -38.5% |
| 1Y | -7.3% | +17.1% | -24.4% | -14.8% |
| 3Y | -14.9% | +75.1% | -90.1% | -35.8% |
| 5Y | -62.0% | +13.1% | -75.2% | -65.7% |
| 10Y | +33.0% | +48.3% | -15.2% | +10.6% |
| All | +33.0% | +44.7% | -11.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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