+36.3%
ALB vs Z
-14.8%
+51.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | +1.1% | -13.1% | +14.1% | +4.3% |
| 30D | -2.6% | +5.9% | -8.4% | -4.8% |
| 3M | -25.6% | -13.7% | -11.9% | -23.8% |
| 6M | -54.0% | -27.1% | -26.9% | -51.2% |
| YTD | -31.6% | -56.8% | +25.2% | -18.0% |
| 1Y | -6.6% | -60.2% | +53.7% | +14.1% |
| 3Y | -14.0% | -19.7% | +5.7% | -14.9% |
| 5Y | -62.5% | -53.7% | -8.8% | -59.6% |
| 10Y | +36.3% | -16.9% | +53.2% | +22.6% |
| All | +36.3% | -14.8% | +51.0% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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