+83.0%
ALB vs RVTY
+140.1%
-57.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +4.0% |
| 7D | -4.4% | +0.4% | -4.8% | -4.7% |
| 30D | -1.2% | +10.8% | -12.0% | -7.3% |
| 3M | -13.3% | +26.8% | -40.1% | -26.0% |
| 6M | -19.8% | +39.3% | -59.1% | -36.6% |
| YTD | -7.9% | +31.6% | -39.5% | -25.0% |
| 1Y | +60.2% | +47.7% | +12.5% | +20.4% |
| 3Y | -26.4% | +19.9% | -46.4% | -37.1% |
| 5Y | -42.5% | -32.3% | -10.2% | -33.9% |
| 10Y | +83.0% | +138.4% | -55.4% | -5.7% |
| All | +83.0% | +140.1% | -57.0% | -5.7% |
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