+67.9%
AG vs ALB
-43.6%
+111.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.9% |
| 7D | +4.5% | -4.4% | +8.9% | +6.0% |
| 30D | +12.9% | -1.2% | +14.0% | +13.0% |
| 3M | +20.9% | -13.3% | +34.3% | +26.2% |
| 6M | -19.5% | -19.8% | +0.2% | -14.3% |
| YTD | +24.8% | -7.9% | +32.7% | +28.2% |
| 1Y | +120.2% | +60.2% | +60.1% | +92.4% |
| 3Y | +279.0% | -26.4% | +305.4% | +281.8% |
| 5Y | +67.9% | -42.5% | +110.4% | +75.4% |
| All | +67.9% | -43.6% | +111.5% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling