+40.8%
ALB vs M
+3.7%
+37.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | -2.2% |
| 7D | +9.5% | +2.5% | +6.9% | +8.5% |
| 30D | -2.1% | +10.1% | -12.2% | -5.0% |
| 3M | -24.1% | -0.9% | -23.2% | -24.5% |
| 6M | -51.0% | +30.2% | -81.2% | -55.0% |
| YTD | -29.3% | +16.3% | -45.6% | -33.8% |
| 1Y | +3.2% | +27.0% | -23.8% | -5.7% |
| 3Y | -9.3% | +154.5% | -163.8% | -34.8% |
| 5Y | -61.6% | -1.1% | -60.6% | -66.5% |
| 10Y | +40.8% | +0.5% | +40.3% | -5.8% |
| All | +40.8% | +3.7% | +37.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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