+33.0%
ALB vs P
+691.2%
-658.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.0% |
| 7D | +5.3% | -13.3% | +18.6% | +8.6% |
| 30D | -6.3% | -34.0% | +27.7% | +3.6% |
| 3M | -27.4% | +4.1% | -31.5% | -30.8% |
| 6M | -53.1% | +30.5% | -83.6% | -58.9% |
| YTD | -32.3% | +52.2% | -84.5% | -43.5% |
| 1Y | -7.3% | +10.3% | -17.6% | -16.8% |
| 3Y | -14.9% | +180.9% | -195.8% | -47.7% |
| 5Y | -62.0% | +259.7% | -321.7% | -79.0% |
| 10Y | +33.0% | +652.6% | -619.6% | -40.8% |
| All | +33.0% | +691.2% | -658.1% | -40.8% |
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