+710.1%
GOOG vs ALB
+34.2%
+675.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +4.8% | -3.6% | +8.4% | +5.6% |
| 30D | -15.5% | -2.9% | -12.6% | -15.0% |
| 3M | -13.7% | -25.8% | +12.2% | -8.8% |
| 6M | -23.0% | -53.6% | +30.6% | -11.3% |
| YTD | -5.7% | -32.4% | +26.7% | -1.1% |
| 1Y | +3.0% | -13.0% | +16.1% | +2.1% |
| 3Y | +122.4% | -15.0% | +137.4% | +104.6% |
| 5Y | +99.2% | -63.5% | +162.8% | +116.0% |
| All | +710.1% | +34.2% | +675.9% | +458.5% |
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