+3,733.9%
ABT vs ALB
+2,214.8%
+1,519.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.4% |
| 7D | +3.5% | +9.1% | -5.6% | +2.3% |
| 30D | +12.0% | -3.4% | +15.4% | +12.4% |
| 3M | +2.5% | -20.6% | +23.1% | +5.3% |
| 6M | +29.1% | -48.2% | +77.2% | +39.8% |
| YTD | -10.1% | -29.2% | +19.2% | -8.0% |
| 1Y | -9.8% | +10.0% | -19.8% | -13.8% |
| 3Y | +23.3% | -12.9% | +36.2% | +15.0% |
| 5Y | -2.4% | -61.3% | +58.9% | +0.4% |
| 10Y | +239.4% | +35.8% | +203.6% | +161.8% |
| All | +3,733.9% | +2,214.8% | +1,519.2% | +1,789.2% |
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