+2,885.9%
ALB vs D
+1,338.0%
+1,547.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.8% |
| 7D | -8.1% | +0.4% | -8.5% | -8.3% |
| 30D | +6.3% | -3.6% | +9.8% | +8.0% |
| 3M | -23.6% | -1.0% | -22.6% | -23.5% |
| 6M | -24.6% | +6.3% | -30.9% | -27.5% |
| YTD | -10.3% | +14.7% | -25.0% | -17.2% |
| 1Y | +61.5% | +16.9% | +44.5% | +46.9% |
| 3Y | -34.0% | +56.8% | -90.8% | -48.7% |
| 5Y | -44.6% | +5.2% | -49.8% | -48.6% |
| 10Y | +76.1% | +35.9% | +40.2% | +38.0% |
| All | +2,885.9% | +1,338.0% | +1,547.8% | +960.1% |
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