+81.7%
AA vs ALB
-29.2%
+110.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -0.3% |
| 7D | -0.7% | -8.1% | +7.4% | +2.7% |
| 30D | +5.0% | +6.3% | -1.3% | +1.8% |
| 3M | -35.8% | -23.6% | -12.3% | -28.8% |
| 6M | -18.4% | -24.6% | +6.2% | -10.2% |
| YTD | -5.5% | -10.3% | +4.8% | -4.3% |
| 1Y | +61.0% | +61.5% | -0.5% | +23.8% |
| All | +81.7% | -29.2% | +110.9% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling