+231.7%
RF vs ALB
+35.3%
+196.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | +4.6% | -2.6% | +7.2% | +5.2% |
| 3M | -8.4% | -25.6% | +17.1% | -1.1% |
| 6M | +8.9% | -54.0% | +62.9% | +34.2% |
| YTD | +8.8% | -31.6% | +40.4% | +15.5% |
| 1Y | +18.9% | -6.6% | +25.5% | +13.5% |
| 3Y | +116.0% | -14.0% | +130.0% | +88.8% |
| 5Y | +46.0% | -62.5% | +108.6% | +64.5% |
| 10Y | +231.7% | +36.3% | +195.4% | +110.3% |
| All | +231.7% | +35.3% | +196.4% | +110.3% |
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