+40.6%
ALB vs D
+47.7%
-7.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -3.6% | -3.1% | -0.5% | -2.3% |
| 30D | -2.9% | +8.4% | -11.2% | -6.3% |
| 3M | -25.8% | +0.2% | -26.1% | -26.1% |
| 6M | -53.6% | +9.5% | -63.0% | -55.7% |
| YTD | -32.4% | +18.8% | -51.2% | -38.2% |
| 1Y | -13.0% | +14.7% | -27.7% | -19.4% |
| 3Y | -15.0% | +72.9% | -87.9% | -35.4% |
| 5Y | -63.5% | +13.1% | -76.6% | -67.1% |
| All | +40.6% | +47.7% | -7.1% | +20.9% |
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