+40.6%
ALB vs RMD
+346.1%
-305.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -2.9% | +1.9% | -4.8% | -3.8% |
| 3M | -25.8% | +6.3% | -32.1% | -27.9% |
| 6M | -53.6% | +18.2% | -71.8% | -57.2% |
| YTD | -32.4% | +0.3% | -32.6% | -33.8% |
| 1Y | -13.0% | -4.3% | -8.8% | -13.3% |
| 3Y | -15.0% | +71.3% | -86.3% | -35.3% |
| 5Y | -63.5% | -1.8% | -61.7% | -65.8% |
| All | +40.6% | +346.1% | -305.6% | -20.4% |
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