+210.1%
W vs ALB
+32.4%
+177.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.0% |
| 7D | +0.2% | -5.8% | +5.9% | +3.0% |
| 30D | +6.8% | -4.5% | +11.3% | +8.8% |
| 3M | +10.7% | -28.1% | +38.7% | +27.3% |
| 6M | +86.3% | -53.2% | +139.5% | +160.1% |
| YTD | +11.5% | -33.3% | +44.8% | +24.8% |
| 1Y | +5.1% | -17.4% | +22.5% | +4.8% |
| 3Y | +171.0% | -14.1% | +185.1% | +134.7% |
| 5Y | -56.6% | -64.0% | +7.4% | -42.9% |
| All | +210.1% | +32.4% | +177.8% | +89.7% |
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