-43.9%
ALB vs RMD
-19.3%
-24.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.3% |
| 7D | -8.1% | -5.0% | -3.1% | -6.5% |
| 30D | +6.3% | +2.2% | +4.0% | +5.2% |
| 3M | -23.6% | +17.8% | -41.4% | -28.5% |
| 6M | -24.6% | -11.3% | -13.3% | -21.8% |
| YTD | -10.3% | -4.4% | -5.8% | -9.8% |
| 1Y | +61.5% | -15.7% | +77.2% | +70.1% |
| 3Y | -34.0% | +47.7% | -81.7% | -46.5% |
| All | -43.9% | -19.3% | -24.6% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling