-40.0%
ALB vs S
-49.1%
+9.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +5.3% | +1.4% | +3.9% | +4.7% |
| 30D | -6.3% | -10.8% | +4.6% | -4.3% |
| 3M | -27.4% | +5.4% | -32.8% | -29.4% |
| 6M | -53.1% | +41.2% | -94.3% | -58.0% |
| YTD | -32.3% | +56.2% | -88.5% | -41.6% |
| 1Y | -7.3% | +36.3% | -43.6% | -17.7% |
| 3Y | -14.9% | +49.4% | -64.4% | -27.9% |
| 5Y | -62.0% | -66.9% | +4.8% | -59.3% |
| All | -40.0% | -49.1% | +9.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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