-37.5%
U vs ALB
+38.0%
-75.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.4% |
| 7D | +4.5% | -4.4% | +8.9% | +6.5% |
| 30D | -0.6% | -1.2% | +0.6% | -0.5% |
| 3M | +48.4% | -13.3% | +61.7% | +56.6% |
| 6M | +115.4% | -19.8% | +135.1% | +129.9% |
| YTD | -3.2% | -7.9% | +4.7% | -5.0% |
| 1Y | -6.0% | +60.2% | -66.2% | -31.5% |
| 3Y | +13.5% | -26.4% | +39.9% | +11.9% |
| 5Y | -68.0% | -42.5% | -25.5% | -64.5% |
| All | -37.5% | +38.0% | -75.5% | -45.6% |
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