+236.6%
AA vs ALB
+2,835.3%
-2,598.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +0.1% |
| 7D | -0.7% | -8.1% | +7.4% | +3.5% |
| 30D | +5.0% | +6.3% | -1.3% | +1.1% |
| 3M | -35.8% | -23.6% | -12.3% | -27.3% |
| 6M | -18.4% | -24.6% | +6.2% | -8.7% |
| YTD | -5.5% | -10.3% | +4.8% | -4.4% |
| 1Y | +61.0% | +61.5% | -0.5% | +17.1% |
| 3Y | +66.2% | -34.0% | +100.2% | +72.2% |
| 5Y | +11.4% | -44.6% | +56.0% | +18.8% |
| 10Y | +116.9% | +76.1% | +40.8% | +18.3% |
| All | +236.6% | +2,835.3% | -2,598.7% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling