+489.4%
NDAQ vs ALB
+34.2%
+455.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | +1.7% | -3.6% | +5.3% | +2.3% |
| 30D | +16.2% | -2.9% | +19.1% | +16.6% |
| 3M | +14.0% | -25.8% | +39.8% | +19.4% |
| 6M | +22.3% | -53.6% | +75.8% | +38.3% |
| YTD | +13.0% | -32.4% | +45.4% | +17.4% |
| 1Y | +24.0% | -13.0% | +37.0% | +22.4% |
| 3Y | +117.1% | -15.0% | +132.1% | +99.9% |
| 5Y | +67.5% | -63.5% | +131.1% | +80.6% |
| All | +489.4% | +34.2% | +455.2% | +310.2% |
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