+462.0%
NDAQ vs ALB
+38.4%
+423.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +0.8% | +9.1% | -8.2% | -0.7% |
| 30D | +16.5% | -3.4% | +19.9% | +17.0% |
| 3M | +13.5% | -20.6% | +34.1% | +17.5% |
| 6M | +20.9% | -48.2% | +69.1% | +34.2% |
| YTD | +11.4% | -29.2% | +40.6% | +14.9% |
| 1Y | +25.9% | +10.0% | +15.9% | +18.9% |
| 3Y | +119.9% | -12.9% | +132.8% | +101.8% |
| 5Y | +61.7% | -61.3% | +123.0% | +72.5% |
| All | +462.0% | +38.4% | +423.6% | +271.6% |
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