+40.8%
ALB vs P
+748.5%
-707.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -1.9% |
| 7D | +9.5% | -9.6% | +19.1% | +11.5% |
| 30D | -2.1% | -33.4% | +31.3% | +8.0% |
| 3M | -24.1% | +14.2% | -38.3% | -29.7% |
| 6M | -51.0% | +31.6% | -82.6% | -57.2% |
| YTD | -29.3% | +53.5% | -82.8% | -41.1% |
| 1Y | +3.2% | +14.2% | -11.0% | -8.3% |
| 3Y | -9.3% | +190.5% | -199.8% | -44.9% |
| 5Y | -61.6% | +256.3% | -318.0% | -78.7% |
| 10Y | +40.8% | +707.9% | -667.1% | -37.1% |
| All | +40.8% | +748.5% | -707.7% | -37.1% |
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