+207.4%
ALAB vs ALB
-14.0%
+221.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.0% |
| 7D | -26.3% | +9.1% | -35.3% | -28.8% |
| 30D | -50.1% | -3.4% | -46.7% | -49.6% |
| 3M | -42.5% | -20.6% | -21.9% | -38.4% |
| 6M | -10.8% | -48.2% | +37.3% | +9.4% |
| YTD | +14.6% | -29.2% | +43.9% | +24.9% |
| 1Y | +17.1% | +10.0% | +7.1% | +9.3% |
| All | +207.4% | -14.0% | +221.5% | +139.5% |
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 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