-62.1%
ALB vs D
+12.5%
-74.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | +9.1% | +3.0% | +6.1% | +7.8% |
| 30D | -3.4% | +11.5% | -14.9% | -7.5% |
| 3M | -20.6% | +3.7% | -24.3% | -21.8% |
| 6M | -48.2% | +13.5% | -61.7% | -51.1% |
| YTD | -29.2% | +20.7% | -50.0% | -35.4% |
| 1Y | +10.0% | +18.2% | -8.2% | +1.2% |
| 3Y | -12.9% | +73.3% | -86.2% | -33.6% |
| All | -62.1% | +12.5% | -74.6% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling