+87.3%
ALB vs IT
+88.4%
-1.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.2% |
| 7D | -8.6% | -9.1% | +0.5% | -5.7% |
| 30D | -4.0% | -12.2% | +8.1% | 0.0% |
| 3M | -17.4% | +7.8% | -25.2% | -22.1% |
| 6M | -25.4% | +2.0% | -27.4% | -29.3% |
| YTD | -10.5% | -32.7% | +22.2% | -0.4% |
| 1Y | +75.8% | -31.1% | +106.9% | +91.6% |
| 3Y | -28.5% | -52.1% | +23.6% | -10.0% |
| 5Y | -45.1% | -46.3% | +1.2% | -35.3% |
| 10Y | +87.3% | +91.4% | -4.0% | +29.4% |
| All | +87.3% | +88.4% | -1.1% | +29.4% |
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