-30.4%
ALB vs COMP
-56.6%
+26.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -8.2% | +11.7% | +5.1% |
| 7D | +5.5% | -1.8% | +7.3% | +5.7% |
| 30D | -7.5% | -0.8% | -6.8% | -7.7% |
| 3M | -16.9% | -28.1% | +11.2% | -12.3% |
| 6M | -49.2% | +27.0% | -76.2% | -52.9% |
| YTD | -29.9% | -12.8% | -17.1% | -31.0% |
| 1Y | +8.2% | +4.9% | +3.3% | +2.1% |
| 3Y | -19.4% | +321.0% | -340.4% | -46.3% |
| 5Y | -61.6% | -25.6% | -36.0% | -66.2% |
| All | -30.4% | -56.6% | +26.3% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling