+82.7%
O vs ALB
+34.3%
+48.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.6% |
| 7D | +3.5% | +5.3% | -1.7% | +2.9% |
| 30D | +10.4% | -6.3% | +16.7% | +11.2% |
| 3M | -2.4% | -27.4% | +25.0% | +1.2% |
| 6M | -1.2% | -53.1% | +51.9% | +7.8% |
| YTD | +10.4% | -32.3% | +42.7% | +13.5% |
| 1Y | +11.4% | -7.3% | +18.7% | +9.4% |
| 3Y | +40.4% | -14.9% | +55.3% | +32.9% |
| 5Y | +12.1% | -62.0% | +74.2% | +17.6% |
| 10Y | +82.7% | +33.0% | +49.7% | +37.7% |
| All | +82.7% | +34.3% | +48.4% | +37.7% |
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