+277.6%
AG vs ALB
-29.2%
+306.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -0.4% |
| 7D | +1.0% | -8.1% | +9.1% | +4.0% |
| 30D | +19.2% | +6.3% | +12.9% | +16.2% |
| 3M | +6.2% | -23.6% | +29.7% | +16.4% |
| 6M | -26.7% | -24.6% | -2.1% | -19.8% |
| YTD | +26.1% | -10.3% | +36.4% | +31.2% |
| 1Y | +131.7% | +61.5% | +70.2% | +102.9% |
| All | +277.6% | -29.2% | +306.7% | +266.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling