+33.4%
AG vs ALB
+4.7%
+28.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.3% | +3.8% | +6.1% |
| 7D | -2.6% | -2.1% | -0.5% | -1.3% |
| 30D | -12.1% | -9.0% | -3.1% | -7.2% |
| 3M | -6.6% | -21.1% | +14.5% | +5.6% |
| 6M | -20.5% | -49.9% | +29.4% | +16.6% |
| YTD | -7.4% | -32.3% | +24.8% | +11.3% |
| 1Y | +33.4% | +8.6% | +24.8% | +33.2% |
| All | +33.4% | +4.7% | +28.7% | +33.2% |
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 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