+186.7%
B vs ALB
+33.3%
+153.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +9.6% | +9.1% | +0.5% | +8.5% |
| 30D | +3.5% | -3.4% | +6.9% | +3.9% |
| 3M | -1.6% | -20.6% | +19.0% | +1.0% |
| 6M | -1.7% | -48.2% | +46.5% | +5.9% |
| YTD | -5.3% | -29.2% | +23.9% | -1.5% |
| 1Y | +27.2% | +10.0% | +17.2% | +27.2% |
| 3Y | +166.1% | -12.9% | +179.0% | +164.9% |
| 5Y | +136.5% | -61.3% | +197.8% | +146.8% |
| All | +186.7% | +33.3% | +153.3% | +165.9% |
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