+74.0%
ALB vs P
+705.1%
-631.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.8% |
| 7D | -8.1% | +6.5% | -14.6% | -9.9% |
| 30D | +6.3% | +18.8% | -12.6% | -0.1% |
| 3M | -23.6% | +26.7% | -50.3% | -30.0% |
| 6M | -24.6% | +62.2% | -86.8% | -36.3% |
| YTD | -10.3% | +48.5% | -58.8% | -22.5% |
| 1Y | +61.5% | +26.4% | +35.1% | +43.0% |
| 3Y | -34.0% | +159.4% | -193.4% | -57.1% |
| 5Y | -44.6% | +275.8% | -320.4% | -68.7% |
| All | +74.0% | +705.1% | -631.1% | -19.0% |
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