+368.4%
ALL vs ALB
+34.3%
+334.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.1% | +3.3% |
| 7D | -0.1% | +5.3% | -5.4% | -0.7% |
| 30D | +13.8% | -6.3% | +20.1% | +14.4% |
| 3M | -2.8% | -27.4% | +24.6% | 0.0% |
| 6M | +23.7% | -53.1% | +76.7% | +32.4% |
| YTD | +27.3% | -32.3% | +59.6% | +29.4% |
| 1Y | +30.5% | -7.3% | +37.8% | +27.4% |
| 3Y | +113.0% | -14.9% | +127.9% | +99.4% |
| 5Y | +157.6% | -62.0% | +219.6% | +168.7% |
| 10Y | +368.4% | +33.0% | +335.4% | +246.2% |
| All | +368.4% | +34.3% | +334.1% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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