+374.8%
ALL vs ALB
+33.3%
+341.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.5% |
| 7D | -1.9% | +9.1% | -11.0% | -2.8% |
| 30D | +13.8% | -3.4% | +17.2% | +14.0% |
| 3M | -7.0% | -20.6% | +13.6% | -5.2% |
| 6M | +18.0% | -48.2% | +66.2% | +25.1% |
| YTD | +24.2% | -29.2% | +53.4% | +25.7% |
| 1Y | +31.2% | +10.0% | +21.2% | +25.6% |
| 3Y | +107.5% | -12.9% | +120.4% | +94.3% |
| 5Y | +144.8% | -61.3% | +206.1% | +155.7% |
| All | +374.8% | +33.3% | +341.4% | +248.3% |
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