+14,089.5%
ADI vs ALB
+2,114.0%
+11,975.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +1.1% |
| 7D | -6.3% | +5.3% | -11.6% | -8.2% |
| 30D | -3.2% | -6.3% | +3.1% | -1.5% |
| 3M | +2.8% | -27.4% | +30.2% | +13.1% |
| 6M | -5.0% | -53.1% | +48.1% | +20.4% |
| YTD | +46.3% | -32.3% | +78.6% | +59.6% |
| 1Y | +71.6% | -7.3% | +78.9% | +67.4% |
| 3Y | +139.2% | -14.9% | +154.1% | +115.8% |
| 5Y | +136.4% | -62.0% | +198.4% | +166.7% |
| 10Y | +636.2% | +33.0% | +603.2% | +373.0% |
| All | +14,089.5% | +2,114.0% | +11,975.5% | +3,303.9% |
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