+167.0%
AA vs ALB
+2,214.8%
-2,047.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +0.9% | +9.1% | -8.2% | -3.6% |
| 30D | -6.7% | -3.4% | -3.3% | -5.4% |
| 3M | -16.3% | -20.6% | +4.3% | -6.9% |
| 6M | -37.1% | -48.2% | +11.1% | -13.8% |
| YTD | -25.0% | -29.2% | +4.2% | -14.9% |
| 1Y | +8.6% | +10.0% | -1.4% | -2.8% |
| 3Y | +57.2% | -12.9% | +70.1% | +40.3% |
| 5Y | -13.0% | -61.3% | +48.3% | +11.7% |
| 10Y | +65.5% | +35.8% | +29.7% | +2.4% |
| All | +167.0% | +2,214.8% | -2,047.7% | -41.2% |
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 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