-7.3%
ALB vs A
+22.0%
-29.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -4.0% |
| 7D | +5.3% | +1.4% | +3.9% | +5.0% |
| 30D | -6.3% | +4.3% | -10.6% | -6.9% |
| 3M | -27.4% | +19.8% | -47.2% | -29.5% |
| 6M | -53.1% | +54.4% | -107.5% | -56.9% |
| YTD | -32.3% | +31.7% | -64.0% | -31.0% |
| 1Y | -7.3% | +22.4% | -29.7% | -5.0% |
| All | -7.3% | +22.0% | -29.3% | -5.0% |
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