+555.5%
AMZN vs ALB
+78.9%
+476.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | +0.8% | -4.4% | +5.2% | +1.7% |
| 30D | -6.4% | -1.2% | -5.2% | -6.3% |
| 3M | +4.8% | -13.3% | +18.1% | +7.2% |
| 6M | +20.5% | -19.8% | +40.3% | +24.0% |
| YTD | +11.3% | -7.9% | +19.3% | +10.1% |
| 1Y | +9.0% | +60.2% | -51.2% | -6.3% |
| 3Y | +85.9% | -26.4% | +112.3% | +79.1% |
| 5Y | +45.8% | -42.5% | +88.3% | +44.9% |
| 10Y | +555.5% | +83.0% | +472.5% | +343.3% |
| All | +555.5% | +78.9% | +476.5% | +343.3% |
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