+363.8%
ALL vs ALB
+38.2%
+325.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | +9.5% | -13.3% | -4.7% |
| 30D | +10.6% | -2.1% | +12.7% | +10.7% |
| 3M | -4.6% | -24.1% | +19.6% | -2.2% |
| 6M | +20.2% | -51.0% | +71.2% | +28.2% |
| YTD | +23.7% | -29.3% | +53.0% | +25.2% |
| 1Y | +27.9% | +3.2% | +24.7% | +23.4% |
| 3Y | +109.2% | -9.3% | +118.5% | +94.4% |
| 5Y | +148.0% | -61.6% | +209.6% | +159.5% |
| 10Y | +363.8% | +40.8% | +323.0% | +240.3% |
| All | +363.8% | +38.2% | +325.5% | +240.3% |
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