+8.6%
ALB vs DD
+49.3%
-40.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +6.6% |
| 7D | -2.1% | +8.7% | -10.7% | -8.5% |
| 30D | -9.0% | +15.3% | -24.3% | -19.0% |
| 3M | -21.1% | +5.9% | -27.1% | -25.1% |
| 6M | -49.9% | +11.6% | -61.5% | -54.8% |
| YTD | -32.3% | +26.5% | -58.8% | -43.3% |
| 1Y | +8.6% | +35.4% | -26.8% | -12.6% |
| All | +8.6% | +49.3% | -40.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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