+1,671.4%
TER vs ALB
+74.5%
+1,596.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +9.9% | +7.2% |
| 7D | +0.6% | -8.1% | +8.7% | +3.8% |
| 30D | -8.3% | +6.3% | -14.5% | -11.1% |
| 3M | -12.2% | -23.6% | +11.4% | -3.0% |
| 6M | +17.1% | -24.6% | +41.7% | +28.0% |
| YTD | +84.7% | -10.3% | +94.9% | +87.4% |
| 1Y | +199.9% | +61.5% | +138.5% | +136.9% |
| 3Y | +232.8% | -34.0% | +266.7% | +240.4% |
| 5Y | +198.6% | -44.6% | +243.2% | +212.4% |
| All | +1,671.4% | +74.5% | +1,596.9% | +937.2% |
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