+2,233.8%
ALB vs D
+1,421.0%
+812.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.7% | +3.7% |
| 7D | +5.5% | +6.9% | -1.5% | +2.1% |
| 30D | -7.5% | +12.3% | -19.8% | -12.7% |
| 3M | -16.9% | +3.0% | -20.0% | -18.4% |
| 6M | -49.2% | +12.8% | -62.0% | -52.5% |
| YTD | -29.9% | +22.6% | -52.4% | -37.4% |
| 1Y | +8.2% | +21.7% | -13.5% | -3.3% |
| 3Y | -19.4% | +83.9% | -103.3% | -42.0% |
| 5Y | -61.6% | +14.0% | -75.6% | -65.7% |
| 10Y | +34.6% | +45.6% | -11.0% | +1.9% |
| All | +2,233.8% | +1,421.0% | +812.8% | +705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling