+141.5%
W vs ALB
+78.9%
+62.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.7% |
| 7D | +6.5% | -4.4% | +10.9% | +8.5% |
| 30D | -6.2% | -1.2% | -5.0% | -6.4% |
| 3M | +48.9% | -13.3% | +62.2% | +56.8% |
| 6M | +31.2% | -19.8% | +51.0% | +39.2% |
| YTD | -0.4% | -7.9% | +7.5% | -3.4% |
| 1Y | +14.8% | +60.2% | -45.3% | -18.8% |
| 3Y | +40.5% | -26.4% | +66.9% | +34.6% |
| 5Y | -62.1% | -42.5% | -19.6% | -59.5% |
| 10Y | +141.5% | +83.0% | +58.5% | +27.8% |
| All | +141.5% | +78.9% | +62.6% | +27.8% |
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