+841.6%
ALB vs MKTX
+1,445.7%
-604.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | -1.2% | +1.0% | -2.1% | -1.4% |
| 3M | -13.3% | +41.3% | -54.6% | -21.8% |
| 6M | -19.8% | -11.3% | -8.4% | -18.3% |
| YTD | -7.9% | -8.6% | +0.6% | -7.4% |
| 1Y | +60.2% | -11.1% | +71.2% | +61.7% |
| 3Y | -26.4% | -24.5% | -1.9% | -24.3% |
| 5Y | -42.5% | -61.4% | +18.9% | -30.4% |
| 10Y | +83.0% | +6.8% | +76.2% | +56.9% |
| All | +841.6% | +1,445.7% | -604.1% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling