+36.3%
ALB vs RVTY
+219.6%
-183.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -2.6% | +1.7% | -4.3% | -4.3% |
| 3M | -25.6% | +36.8% | -62.4% | -39.2% |
| 6M | -54.0% | +60.1% | -114.1% | -66.4% |
| YTD | -31.6% | +64.0% | -95.5% | -51.7% |
| 1Y | -6.6% | +68.2% | -74.8% | -35.4% |
| 3Y | -14.0% | +88.8% | -102.8% | -43.8% |
| 5Y | -62.5% | -10.5% | -52.0% | -64.1% |
| 10Y | +36.3% | +219.7% | -183.4% | -34.6% |
| All | +36.3% | +219.6% | -183.3% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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