+243.6%
W vs ALB
+38.2%
+205.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | +3.3% | +9.5% | -6.2% | -1.0% |
| 30D | +10.5% | -2.1% | +12.6% | +11.2% |
| 3M | +9.6% | -24.1% | +33.8% | +22.9% |
| 6M | +76.4% | -51.0% | +127.4% | +140.5% |
| YTD | +16.4% | -29.3% | +45.7% | +26.8% |
| 1Y | +9.3% | +3.2% | +6.2% | -2.6% |
| 3Y | +172.8% | -9.3% | +182.1% | +130.5% |
| 5Y | -53.4% | -61.6% | +8.3% | -40.4% |
| 10Y | +243.6% | +40.8% | +202.8% | +117.7% |
| All | +243.6% | +38.2% | +205.4% | +117.7% |
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