-29.5%
ALB vs A
+30.8%
-60.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.8% |
| 7D | -8.1% | -1.9% | -6.1% | -7.0% |
| 30D | +6.3% | +6.9% | -0.6% | +1.9% |
| 3M | -23.6% | +9.2% | -32.8% | -28.1% |
| 6M | -24.6% | +25.7% | -50.3% | -36.5% |
| YTD | -10.3% | +11.5% | -21.8% | -17.1% |
| 1Y | +61.5% | +18.4% | +43.1% | +40.3% |
| All | -29.5% | +30.8% | -60.3% | -45.8% |
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