+23.9%
AG vs ALB
-5.3%
+29.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.8% |
| 7D | -4.0% | +1.1% | -5.1% | -4.7% |
| 30D | -13.1% | -2.6% | -10.5% | -11.7% |
| 3M | -22.0% | -25.6% | +3.5% | -8.4% |
| 6M | -37.3% | -54.0% | +16.8% | -2.9% |
| YTD | -11.2% | -31.6% | +20.4% | +5.1% |
| 1Y | +23.9% | -6.6% | +30.5% | +25.3% |
| All | +23.9% | -5.3% | +29.2% | +25.3% |
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