+1,697.2%
ALB vs BG
+1,131.5%
+565.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -4.0% |
| 7D | -8.1% | +2.8% | -10.9% | -9.1% |
| 30D | +6.3% | +12.0% | -5.8% | +1.3% |
| 3M | -23.6% | -7.7% | -15.9% | -21.7% |
| 6M | -24.6% | +4.5% | -29.1% | -26.6% |
| YTD | -10.3% | +35.7% | -46.0% | -21.2% |
| 1Y | +61.5% | +50.1% | +11.4% | +35.5% |
| 3Y | -34.0% | +12.6% | -46.6% | -38.3% |
| 5Y | -44.6% | +75.4% | -120.0% | -57.1% |
| 10Y | +76.1% | +150.5% | -74.4% | +13.0% |
| All | +1,697.2% | +1,131.5% | +565.7% | +805.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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