+132.2%
AG vs ALB
+69.7%
+62.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +3.6% |
| 7D | -0.1% | -8.6% | +8.5% | +4.6% |
| 30D | +12.5% | -4.0% | +16.5% | +14.1% |
| 3M | +28.2% | -17.4% | +45.5% | +40.9% |
| 6M | -18.8% | -25.4% | +6.5% | -7.9% |
| YTD | +27.4% | -10.5% | +37.9% | +31.5% |
| 1Y | +132.2% | +75.8% | +56.4% | +89.2% |
| All | +132.2% | +69.7% | +62.5% | +89.2% |
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