+719.7%
XLK vs ALB
+32.4%
+687.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | +3.4% | -5.8% | +9.1% | +4.8% |
| 30D | -10.6% | -4.5% | -6.0% | -9.7% |
| 3M | -10.6% | -28.1% | +17.4% | -4.0% |
| 6M | -3.5% | -53.2% | +49.7% | +14.4% |
| YTD | +18.7% | -33.3% | +52.0% | +26.9% |
| 1Y | +19.4% | -17.4% | +36.9% | +20.7% |
| 3Y | +94.5% | -14.1% | +108.6% | +77.4% |
| 5Y | +111.2% | -64.0% | +175.2% | +135.1% |
| All | +719.7% | +32.4% | +687.3% | +443.6% |
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