-14.1%
ALB vs A
+64.5%
-78.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -5.8% | -0.5% | -5.3% | -5.6% |
| 30D | -4.5% | 0.0% | -4.5% | -4.7% |
| 3M | -28.1% | +16.7% | -44.8% | -34.8% |
| 6M | -53.2% | +54.8% | -108.0% | -65.2% |
| YTD | -33.3% | +28.8% | -62.1% | -43.5% |
| 1Y | -17.4% | +19.3% | -36.7% | -26.1% |
| 3Y | -14.1% | +65.5% | -79.7% | -35.9% |
| All | -14.1% | +64.5% | -78.6% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling