+83.0%
ALB vs Z
-7.0%
+90.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.4% | +9.1% | +4.2% |
| 7D | -4.4% | -3.3% | -1.1% | -3.7% |
| 30D | -1.2% | -3.7% | +2.5% | -0.6% |
| 3M | -13.3% | -7.0% | -6.3% | -12.8% |
| 6M | -19.8% | -29.5% | +9.8% | -13.8% |
| YTD | -7.9% | -52.6% | +44.6% | +8.9% |
| 1Y | +60.2% | -64.0% | +124.2% | +103.0% |
| 3Y | -26.4% | -36.4% | +10.0% | -22.1% |
| 5Y | -42.5% | -65.8% | +23.2% | -34.6% |
| 10Y | +83.0% | -5.8% | +88.8% | +57.7% |
| All | +83.0% | -7.0% | +90.0% | +57.7% |
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