+621.5%
XYZ vs ALB
+35.3%
+586.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -2.2% | +1.1% | -3.2% | -2.7% |
| 30D | +11.6% | -2.6% | +14.2% | +12.7% |
| 3M | +8.4% | -25.6% | +34.0% | +21.5% |
| 6M | +17.2% | -54.0% | +71.2% | +58.6% |
| YTD | +31.7% | -31.6% | +63.3% | +43.4% |
| 1Y | +30.1% | -6.6% | +36.6% | +21.6% |
| 3Y | +66.4% | -14.0% | +80.4% | +39.3% |
| 5Y | -62.2% | -62.5% | +0.4% | -52.2% |
| 10Y | +621.5% | +36.3% | +585.3% | +415.2% |
| All | +621.5% | +35.3% | +586.2% | +415.2% |
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