+1,235.6%
ALB vs BG
+954.5%
+281.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | -5.8% | +2.6% | -8.3% | -6.7% |
| 30D | -4.5% | -6.7% | +2.1% | -1.9% |
| 3M | -28.1% | -9.3% | -18.8% | -25.5% |
| 6M | -53.2% | -18.3% | -34.8% | -49.8% |
| YTD | -33.3% | +16.2% | -49.5% | -37.8% |
| 1Y | -17.4% | +7.6% | -25.0% | -20.6% |
| 3Y | -14.1% | +6.6% | -20.7% | -17.8% |
| 5Y | -64.0% | +22.2% | -86.2% | -68.0% |
| 10Y | +32.8% | +112.0% | -79.2% | -8.7% |
| All | +1,235.6% | +954.5% | +281.1% | +614.8% |
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