+7.0%
ACN vs ALB
-1.1%
+8.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.4% |
| 7D | -2.5% | +9.5% | -12.0% | -2.1% |
| 30D | +22.6% | -2.1% | +24.8% | +22.7% |
| 3M | +45.9% | -24.1% | +70.1% | +45.3% |
| 6M | +43.8% | -51.0% | +94.8% | +43.1% |
| YTD | -2.5% | -29.3% | +26.9% | -5.2% |
| All | +7.0% | -1.1% | +8.2% | +2.1% |
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