+220.1%
C vs ALB
+38.2%
+181.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -0.9% | +9.5% | -10.4% | -3.4% |
| 30D | -5.4% | -2.1% | -3.3% | -5.1% |
| 3M | -9.2% | -24.1% | +15.0% | -2.9% |
| 6M | -1.8% | -51.0% | +49.2% | +17.2% |
| YTD | +6.7% | -29.3% | +36.0% | +12.0% |
| 1Y | +23.5% | +3.2% | +20.4% | +15.5% |
| 3Y | +219.8% | -9.3% | +229.1% | +179.0% |
| 5Y | +112.4% | -61.6% | +174.0% | +134.6% |
| 10Y | +220.1% | +40.8% | +179.3% | +80.2% |
| All | +220.1% | +38.2% | +181.9% | +80.2% |
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