+61.5%
ALB vs D
+15.7%
+45.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.6% |
| 7D | -8.1% | +0.4% | -8.5% | -8.0% |
| 30D | +6.3% | -3.6% | +9.8% | +5.9% |
| 3M | -23.6% | -1.0% | -22.6% | -23.8% |
| 6M | -24.6% | +6.3% | -30.9% | -24.4% |
| YTD | -10.3% | +14.7% | -25.0% | -9.0% |
| 1Y | +61.5% | +16.9% | +44.5% | +75.7% |
| All | +61.5% | +15.7% | +45.8% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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