+40.8%
ALB vs Z
-11.7%
+52.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.1% |
| 7D | +9.5% | -5.2% | +14.6% | +10.5% |
| 30D | -2.1% | +5.7% | -7.8% | -4.3% |
| 3M | -24.1% | -8.7% | -15.4% | -23.4% |
| 6M | -51.0% | -26.0% | -25.0% | -48.2% |
| YTD | -29.3% | -55.0% | +25.7% | -16.2% |
| 1Y | +3.2% | -58.0% | +61.2% | +24.2% |
| 3Y | -9.3% | -15.2% | +5.9% | -11.5% |
| 5Y | -61.6% | -53.8% | -7.8% | -58.7% |
| 10Y | +40.8% | -14.5% | +55.3% | +26.7% |
| All | +40.8% | -11.7% | +52.5% | +26.7% |
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