+288.7%
AG vs ALB
+268.8%
+19.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.6% | -4.2% |
| 7D | +6.0% | +5.3% | +0.7% | +4.0% |
| 30D | -13.5% | -6.3% | -7.3% | -11.3% |
| 3M | -20.7% | -27.4% | +6.7% | -10.5% |
| 6M | -31.5% | -53.1% | +21.5% | -8.7% |
| YTD | -10.1% | -32.3% | +22.2% | +3.7% |
| 1Y | +26.0% | -7.3% | +33.3% | +29.4% |
| 3Y | +228.9% | -14.9% | +243.8% | +215.0% |
| 5Y | +8.7% | -62.0% | +70.7% | +31.5% |
| 10Y | +71.9% | +33.0% | +38.9% | -2.5% |
| All | +288.7% | +268.8% | +19.9% | -0.5% |
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