+2,885.9%
ALB vs RVTY
+2,020.3%
+865.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -8.1% | +1.1% | -9.2% | -8.4% |
| 30D | +6.3% | +13.2% | -7.0% | +1.7% |
| 3M | -23.6% | +27.2% | -50.8% | -30.3% |
| 6M | -24.6% | +32.4% | -57.0% | -32.8% |
| YTD | -10.3% | +34.9% | -45.1% | -20.6% |
| 1Y | +61.5% | +52.4% | +9.1% | +36.6% |
| 3Y | -34.0% | +12.3% | -46.3% | -37.4% |
| 5Y | -44.6% | -30.8% | -13.8% | -39.4% |
| 10Y | +76.1% | +150.7% | -74.6% | +30.9% |
| All | +2,885.9% | +2,020.3% | +865.5% | +1,384.1% |
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 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