+78.2%
O vs ALB
+38.2%
+40.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.3% | +9.5% | -6.1% | +2.2% |
| 30D | +10.3% | -2.1% | +12.5% | +10.5% |
| 3M | -3.5% | -24.1% | +20.7% | -0.4% |
| 6M | -1.3% | -51.0% | +49.7% | +7.2% |
| YTD | +10.3% | -29.3% | +39.7% | +12.8% |
| 1Y | +10.4% | +3.2% | +7.2% | +6.8% |
| 3Y | +40.0% | -9.3% | +49.3% | +31.4% |
| 5Y | +12.4% | -61.6% | +74.0% | +18.0% |
| 10Y | +78.2% | +40.8% | +37.4% | +34.4% |
| All | +78.2% | +38.2% | +40.0% | +34.4% |
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