+1,496.6%
ALB vs A
+546.2%
+950.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +9.1% | -0.1% | +9.1% | +9.0% |
| 30D | -3.4% | +3.4% | -6.8% | -4.6% |
| 3M | -20.6% | +23.8% | -44.4% | -26.7% |
| 6M | -48.2% | +49.0% | -97.2% | -55.7% |
| YTD | -29.2% | +29.4% | -58.6% | -36.5% |
| 1Y | +10.0% | +19.4% | -9.4% | +1.4% |
| 3Y | -12.9% | +66.2% | -79.1% | -27.9% |
| 5Y | -61.3% | +15.8% | -77.1% | -63.9% |
| 10Y | +35.8% | +326.1% | -290.3% | -13.7% |
| All | +1,496.6% | +546.2% | +950.4% | +631.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling