+223.5%
C vs ALB
+33.3%
+190.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -2.4% | +9.1% | -11.5% | -4.7% |
| 30D | -6.0% | -3.4% | -2.6% | -5.3% |
| 3M | -10.5% | -20.6% | +10.1% | -5.6% |
| 6M | -5.7% | -48.2% | +42.5% | +10.8% |
| YTD | +4.1% | -29.2% | +33.4% | +9.3% |
| 1Y | +20.5% | +10.0% | +10.5% | +10.6% |
| 3Y | +208.1% | -12.9% | +221.0% | +172.7% |
| 5Y | +110.4% | -61.3% | +171.7% | +131.6% |
| All | +223.5% | +33.3% | +190.2% | +86.9% |
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