+36.3%
ALB vs IT
+93.0%
-56.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.4% |
| 7D | +1.1% | -6.8% | +7.9% | +3.3% |
| 30D | -2.6% | -0.6% | -2.0% | -3.6% |
| 3M | -25.6% | +3.1% | -28.6% | -28.0% |
| 6M | -54.0% | +25.5% | -79.5% | -60.1% |
| YTD | -31.6% | -23.5% | -8.1% | -28.5% |
| 1Y | -6.6% | -16.6% | +10.1% | -6.4% |
| 3Y | -14.0% | -53.1% | +39.1% | +10.4% |
| 5Y | -62.5% | -41.4% | -21.1% | -57.8% |
| 10Y | +36.3% | +90.9% | -54.6% | -11.2% |
| All | +36.3% | +93.0% | -56.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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