+74.0%
ALB vs D
+34.8%
+39.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -8.1% | +1.5% | -9.5% | -8.7% |
| 30D | +6.3% | -2.6% | +8.8% | +7.3% |
| 3M | -23.6% | 0.0% | -23.6% | -23.8% |
| 6M | -24.6% | +7.4% | -32.0% | -27.6% |
| YTD | -10.3% | +15.9% | -26.1% | -17.0% |
| 1Y | +61.5% | +18.1% | +43.3% | +47.3% |
| 3Y | -34.0% | +58.4% | -92.4% | -48.1% |
| 5Y | -44.6% | +5.2% | -49.8% | -48.4% |
| All | +74.0% | +34.8% | +39.2% | +47.1% |
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