+294.5%
AG vs ALB
+285.6%
+8.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +6.3% | +9.1% | -2.8% | +2.9% |
| 30D | -8.9% | -3.4% | -5.5% | -7.7% |
| 3M | -12.2% | -20.6% | +8.4% | -4.3% |
| 6M | -28.3% | -48.2% | +19.9% | -8.0% |
| YTD | -8.8% | -29.2% | +20.4% | +3.4% |
| 1Y | +39.4% | +10.0% | +29.4% | +34.2% |
| 3Y | +229.4% | -12.9% | +242.3% | +212.5% |
| 5Y | +14.5% | -61.3% | +75.8% | +37.6% |
| 10Y | +82.7% | +35.8% | +46.9% | +2.6% |
| All | +294.5% | +285.6% | +8.9% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling