+54.1%
T vs ALB
+38.2%
+15.9%
-39.4%
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 | +1.7% | +9.5% | -7.8% | +0.9% |
| 30D | -1.7% | -2.1% | +0.4% | -1.6% |
| 3M | -7.3% | -24.1% | +16.8% | -5.3% |
| 6M | -11.2% | -51.0% | +39.8% | -5.9% |
| YTD | -8.1% | -29.3% | +21.3% | -6.7% |
| 1Y | -8.0% | +3.2% | -11.2% | -10.5% |
| 3Y | +62.1% | -9.3% | +71.5% | +53.4% |
| 5Y | +55.7% | -61.6% | +117.3% | +63.1% |
| 10Y | +54.1% | +40.8% | +13.3% | +8.0% |
| All | +54.1% | +38.2% | +15.9% | +8.0% |
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