-45.4%
ALB vs MKTX
-60.5%
+15.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.4% | -3.4% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | -8.1% | +0.7% | -8.9% | -8.3% |
| 3M | -25.7% | +40.8% | -66.5% | -32.5% |
| 6M | -29.5% | -8.0% | -21.5% | -28.4% |
| YTD | -16.2% | -8.7% | -7.5% | -15.0% |
| 1Y | +59.2% | -11.8% | +71.1% | +62.6% |
| 3Y | -33.7% | -24.0% | -9.7% | -31.5% |
| All | -45.4% | -60.5% | +15.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling