+369.0%
ALL vs ALB
+35.3%
+333.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -2.6% | +1.1% | -3.6% | -2.7% |
| 30D | +12.7% | -2.6% | +15.3% | +12.9% |
| 3M | +0.4% | -25.6% | +26.0% | +3.0% |
| 6M | +23.8% | -54.0% | +77.8% | +32.9% |
| YTD | +27.8% | -31.6% | +59.4% | +29.7% |
| 1Y | +28.9% | -6.6% | +35.4% | +25.7% |
| 3Y | +113.9% | -14.0% | +127.9% | +100.1% |
| 5Y | +157.4% | -62.5% | +219.9% | +169.6% |
| 10Y | +369.0% | +36.3% | +332.7% | +247.2% |
| All | +369.0% | +35.3% | +333.7% | +247.2% |
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