+345.2%
IR vs ALB
+1.9%
+343.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +5.0% | +9.5% | -4.4% | +2.3% |
| 30D | +10.3% | -2.1% | +12.4% | +10.7% |
| 3M | -0.1% | -24.1% | +24.1% | +7.1% |
| 6M | +14.8% | -51.0% | +65.8% | +37.9% |
| YTD | +9.7% | -29.3% | +39.1% | +15.9% |
| 1Y | +12.2% | +3.2% | +9.0% | +5.2% |
| 3Y | +30.0% | -9.3% | +39.3% | +13.1% |
| 5Y | +46.8% | -61.6% | +108.4% | +63.5% |
| All | +345.2% | +1.9% | +343.3% | +173.7% |
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