+33.0%
ALB vs RMD
+340.4%
-307.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | +5.3% | +3.1% | +2.2% | +4.1% |
| 30D | -6.3% | +1.8% | -8.0% | -7.1% |
| 3M | -27.4% | +6.7% | -34.1% | -29.5% |
| 6M | -53.1% | +13.9% | -67.0% | -56.1% |
| YTD | -32.3% | -2.0% | -30.3% | -33.2% |
| 1Y | -7.3% | -5.4% | -1.9% | -7.2% |
| 3Y | -14.9% | +67.4% | -82.3% | -34.7% |
| 5Y | -62.0% | -5.7% | -56.3% | -63.8% |
| 10Y | +33.0% | +338.4% | -305.3% | -25.9% |
| All | +33.0% | +340.4% | -307.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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