-10.4%
DOW vs ALB
+67.5%
-77.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.4% |
| 7D | -2.9% | -4.4% | +1.5% | -1.4% |
| 30D | +2.0% | -1.2% | +3.1% | +2.2% |
| 3M | -12.5% | -13.3% | +0.8% | -9.1% |
| 6M | -9.2% | -19.8% | +10.6% | -4.3% |
| YTD | +30.8% | -7.9% | +38.7% | +29.4% |
| 1Y | +29.4% | +60.2% | -30.8% | +2.8% |
| 3Y | -34.6% | -26.4% | -8.1% | -37.3% |
| 5Y | -35.9% | -42.5% | +6.6% | -39.0% |
| All | -10.4% | +67.5% | -77.9% | -62.7% |
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