+75.8%
ALB vs RVTY
+43.7%
+32.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.3% |
| 7D | -8.6% | -5.4% | -3.2% | -7.6% |
| 30D | -4.0% | +6.7% | -10.8% | -5.4% |
| 3M | -17.4% | +19.0% | -36.4% | -20.8% |
| 6M | -25.4% | +34.6% | -60.0% | -31.6% |
| YTD | -10.5% | +28.3% | -38.8% | -15.4% |
| 1Y | +75.8% | +46.0% | +29.8% | +65.1% |
| All | +75.8% | +43.7% | +32.2% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling