-26.3%
U vs ALB
+1.5%
-27.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -0.2% |
| 7D | +24.4% | +5.3% | +19.1% | +21.7% |
| 30D | +7.4% | -6.3% | +13.6% | +10.6% |
| 3M | +16.8% | -27.4% | +44.2% | +34.0% |
| 6M | +78.8% | -53.1% | +131.8% | +147.6% |
| YTD | +14.0% | -32.3% | +46.3% | +28.1% |
| 1Y | +16.7% | -7.3% | +24.0% | +11.5% |
| 3Y | +86.4% | -14.9% | +101.3% | +62.6% |
| 5Y | -71.5% | -62.0% | -9.4% | -62.4% |
| All | -26.3% | +1.5% | -27.8% | -26.6% |
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