-12.9%
ALB vs RVTY
+78.0%
-90.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.6% |
| 7D | +9.1% | -1.2% | +10.3% | +9.1% |
| 30D | -3.4% | +1.0% | -4.4% | -4.8% |
| 3M | -20.6% | +35.8% | -56.4% | -35.2% |
| 6M | -48.2% | +56.7% | -104.9% | -62.2% |
| YTD | -29.2% | +60.7% | -90.0% | -50.6% |
| 1Y | +10.0% | +73.7% | -63.7% | -28.6% |
| 3Y | -12.9% | +82.8% | -95.7% | -54.2% |
| All | -12.9% | +78.0% | -90.9% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling