+1,006.2%
TER vs ALB
+34.3%
+971.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +1.4% |
| 7D | -8.9% | +5.3% | -14.1% | -11.2% |
| 30D | -39.1% | -6.3% | -32.8% | -37.7% |
| 3M | -32.8% | -27.4% | -5.4% | -24.7% |
| 6M | -31.7% | -53.1% | +21.3% | -9.5% |
| YTD | +26.9% | -32.3% | +59.2% | +42.9% |
| 1Y | +33.6% | -7.3% | +40.9% | +32.3% |
| 3Y | +181.5% | -14.9% | +196.4% | +156.9% |
| 5Y | +76.1% | -62.0% | +138.2% | +112.9% |
| 10Y | +1,006.2% | +33.0% | +973.2% | +655.3% |
| All | +1,006.2% | +34.3% | +971.9% | +655.3% |
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