+40.8%
ALB vs RVTY
+217.6%
-176.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -2.1% |
| 7D | +9.5% | +6.0% | +3.4% | +5.3% |
| 30D | -2.1% | +4.3% | -6.4% | -5.2% |
| 3M | -24.1% | +40.2% | -64.4% | -38.9% |
| 6M | -51.0% | +59.3% | -110.3% | -64.0% |
| YTD | -29.3% | +66.5% | -95.9% | -50.6% |
| 1Y | +3.2% | +77.5% | -74.3% | -31.0% |
| 3Y | -9.3% | +92.5% | -101.8% | -41.4% |
| 5Y | -61.6% | -6.8% | -54.8% | -64.1% |
| 10Y | +40.8% | +225.4% | -184.6% | -33.8% |
| All | +40.8% | +217.6% | -176.8% | -33.8% |
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