+200.5%
B vs ALB
+38.2%
+162.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +11.3% | +9.5% | +1.9% | +10.1% |
| 30D | +2.9% | -2.1% | +5.1% | +3.2% |
| 3M | -2.9% | -24.1% | +21.3% | +0.2% |
| 6M | -1.2% | -51.0% | +49.8% | +7.0% |
| YTD | -1.3% | -29.3% | +28.0% | +2.7% |
| 1Y | +30.4% | +3.2% | +27.2% | +31.1% |
| 3Y | +195.3% | -9.3% | +204.6% | +193.1% |
| 5Y | +146.2% | -61.6% | +207.8% | +157.1% |
| 10Y | +200.5% | +40.8% | +159.7% | +169.1% |
| All | +200.5% | +38.2% | +162.2% | +169.1% |
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