-7.3%
ALB vs COMP
+16.2%
-23.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.4% | +3.2% | -3.9% |
| 7D | +5.3% | +7.2% | -1.9% | +4.9% |
| 30D | -6.3% | +6.4% | -12.7% | -6.6% |
| 3M | -27.4% | -19.4% | -8.0% | -27.1% |
| 6M | -53.1% | +14.6% | -67.6% | -53.9% |
| YTD | -32.3% | -5.5% | -26.8% | -32.5% |
| 1Y | -7.3% | +13.7% | -21.0% | -6.5% |
| All | -7.3% | +16.2% | -23.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling