+5,892.0%
FIX vs ALB
+75.7%
+5,816.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.4% | +3.3% |
| 7D | +6.0% | -8.1% | +14.1% | +8.7% |
| 30D | -7.2% | +6.3% | -13.5% | -9.5% |
| 3M | -15.9% | -23.6% | +7.7% | -8.9% |
| 6M | +12.7% | -24.6% | +37.4% | +21.3% |
| YTD | +72.8% | -10.3% | +83.1% | +74.3% |
| 1Y | +122.9% | +61.5% | +61.4% | +83.8% |
| 3Y | +774.3% | -34.0% | +808.3% | +785.9% |
| 5Y | +2,049.5% | -44.6% | +2,094.1% | +2,067.9% |
| All | +5,892.0% | +75.7% | +5,816.2% | +3,213.6% |
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