+61.5%
ALB vs A
+21.7%
+39.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | -8.1% | -1.9% | -6.1% | -7.7% |
| 30D | +6.3% | +6.9% | -0.6% | +4.8% |
| 3M | -23.6% | +9.2% | -32.8% | -24.8% |
| 6M | -24.6% | +25.7% | -50.3% | -28.4% |
| YTD | -10.3% | +11.5% | -21.8% | -9.4% |
| 1Y | +61.5% | +18.4% | +43.1% | +59.9% |
| All | +61.5% | +21.7% | +39.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling