+3,653.2%
FIX vs ALB
+33.3%
+3,619.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.6% | +5.2% |
| 7D | -17.5% | +9.1% | -26.5% | -20.1% |
| 30D | -41.6% | -3.4% | -38.2% | -41.2% |
| 3M | -40.6% | -20.6% | -20.0% | -36.9% |
| 6M | -49.4% | -48.2% | -1.2% | -38.7% |
| YTD | +9.2% | -29.2% | +38.4% | +17.7% |
| 1Y | +6.5% | +10.0% | -3.5% | -1.0% |
| 3Y | +448.7% | -12.9% | +461.6% | +395.3% |
| 5Y | +948.7% | -61.3% | +1,010.0% | +1,089.9% |
| All | +3,653.2% | +33.3% | +3,619.8% | +2,173.3% |
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