+370.0%
ALL vs ALB
+34.2%
+335.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | 0.0% | -3.6% | +3.6% | +0.3% |
| 30D | +12.8% | -2.9% | +15.7% | +13.0% |
| 3M | +4.7% | -25.8% | +30.5% | +7.4% |
| 6M | +24.9% | -53.6% | +78.5% | +34.0% |
| YTD | +30.0% | -32.4% | +62.4% | +32.1% |
| 1Y | +29.9% | -13.0% | +43.0% | +27.8% |
| 3Y | +117.5% | -15.0% | +132.5% | +103.7% |
| 5Y | +161.7% | -63.5% | +225.2% | +175.4% |
| All | +370.0% | +34.2% | +335.7% | +244.9% |
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