+74.0%
ALB vs M
-1.9%
+75.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -5.1% |
| 7D | -8.1% | +4.7% | -12.8% | -9.2% |
| 30D | +6.3% | -9.6% | +15.9% | +9.0% |
| 3M | -23.6% | +0.9% | -24.4% | -24.1% |
| 6M | -24.6% | +22.3% | -46.9% | -29.4% |
| YTD | -10.3% | +6.5% | -16.8% | -13.4% |
| 1Y | +61.5% | +38.8% | +22.7% | +44.8% |
| 3Y | -34.0% | +115.9% | -149.9% | -50.1% |
| 5Y | -44.6% | +28.6% | -73.2% | -54.5% |
| All | +74.0% | -1.9% | +75.9% | +16.1% |
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