+214.8%
B vs ALB
+32.4%
+182.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -7.3% | -5.8% | -1.6% | -6.6% |
| 30D | -3.3% | -4.5% | +1.2% | -2.8% |
| 3M | -7.8% | -28.1% | +20.3% | -4.2% |
| 6M | -15.5% | -53.2% | +37.6% | -8.0% |
| YTD | -12.3% | -33.3% | +21.1% | -8.0% |
| 1Y | +5.4% | -17.4% | +22.8% | +8.3% |
| 3Y | +165.5% | -14.1% | +179.7% | +165.5% |
| 5Y | +107.0% | -64.0% | +171.1% | +117.9% |
| All | +214.8% | +32.4% | +182.5% | +181.5% |
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