+14.5%
ABT vs ALB
-29.2%
+43.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.5% |
| 7D | -3.7% | -8.1% | +4.4% | -3.8% |
| 30D | +2.5% | +6.3% | -3.8% | +2.6% |
| 3M | +20.2% | -23.6% | +43.8% | +20.1% |
| 6M | -2.9% | -24.6% | +21.7% | -3.2% |
| YTD | -11.9% | -10.3% | -1.7% | -12.4% |
| 1Y | -16.5% | +61.5% | -78.0% | -17.7% |
| All | +14.5% | -29.2% | +43.7% | +15.0% |
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