+79.8%
F vs ALB
+33.3%
+46.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +1.6% | +9.1% | -7.5% | -1.2% |
| 30D | +2.6% | -3.4% | +6.0% | +3.5% |
| 3M | -8.8% | -20.6% | +11.8% | -2.6% |
| 6M | +4.6% | -48.2% | +52.8% | +26.7% |
| YTD | -1.9% | -29.2% | +27.3% | +4.2% |
| 1Y | -0.8% | +10.0% | -10.8% | -10.0% |
| 3Y | +43.5% | -12.9% | +56.4% | +26.8% |
| 5Y | -12.1% | -61.3% | +49.2% | +0.4% |
| All | +79.8% | +33.3% | +46.5% | +13.1% |
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