+2,254.7%
ALB vs RVTY
+2,426.7%
-172.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.1% |
| 7D | +9.1% | -1.2% | +10.3% | +9.1% |
| 30D | -3.4% | +1.0% | -4.4% | -4.2% |
| 3M | -20.6% | +35.8% | -56.4% | -29.4% |
| 6M | -48.2% | +56.7% | -104.9% | -56.5% |
| YTD | -29.2% | +60.7% | -90.0% | -41.7% |
| 1Y | +10.0% | +73.7% | -63.7% | -12.0% |
| 3Y | -12.9% | +82.8% | -95.7% | -30.3% |
| 5Y | -61.3% | -7.0% | -54.3% | -62.0% |
| 10Y | +35.8% | +212.3% | -176.5% | -7.2% |
| All | +2,254.7% | +2,426.7% | -172.1% | +990.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling