-14.0%
ABT vs ALB
-15.8%
+1.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.1% |
| 7D | -1.3% | -5.8% | +4.5% | -1.7% |
| 30D | +6.0% | -4.5% | +10.6% | +5.7% |
| 3M | -1.9% | -28.1% | +26.2% | -4.0% |
| 6M | +31.2% | -53.2% | +84.4% | +25.8% |
| YTD | -11.2% | -33.3% | +22.1% | -16.0% |
| 1Y | -14.0% | -17.4% | +3.5% | -19.3% |
| All | -14.0% | -15.8% | +1.8% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling