+38.6%
ALB vs IT
+90.0%
-51.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -5.8% | +1.1% | -6.8% | -6.1% |
| 30D | -4.5% | -1.8% | -2.7% | -5.1% |
| 3M | -28.1% | +4.8% | -32.9% | -30.9% |
| 6M | -53.2% | +33.0% | -86.2% | -60.4% |
| YTD | -33.3% | -23.8% | -9.5% | -30.2% |
| 1Y | -17.4% | -16.5% | -0.9% | -17.4% |
| 3Y | -14.1% | -53.6% | +39.5% | +10.8% |
| 5Y | -64.0% | -42.1% | -21.9% | -59.3% |
| All | +38.6% | +90.0% | -51.4% | -9.1% |
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