+36.3%
ALB vs P
+686.0%
-649.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | -0.1% |
| 7D | +1.1% | -4.7% | +5.8% | +1.6% |
| 30D | -2.6% | -31.4% | +28.8% | +6.6% |
| 3M | -25.6% | -2.6% | -22.9% | -27.4% |
| 6M | -54.0% | +21.9% | -76.0% | -58.8% |
| YTD | -31.6% | +58.9% | -90.5% | -43.5% |
| 1Y | -6.6% | +21.7% | -28.3% | -18.5% |
| 3Y | -14.0% | +193.3% | -207.3% | -47.8% |
| 5Y | -62.5% | +275.1% | -337.7% | -79.5% |
| 10Y | +36.3% | +655.3% | -619.0% | -39.7% |
| All | +36.3% | +686.0% | -649.7% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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