-62.1%
ALB vs DD
+58.5%
-120.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | 0.0% |
| 7D | +9.1% | +4.6% | +4.4% | +3.8% |
| 30D | -3.4% | +11.8% | -15.2% | -13.4% |
| 3M | -20.6% | +2.2% | -22.8% | -23.0% |
| 6M | -48.2% | -1.6% | -46.5% | -48.3% |
| YTD | -29.2% | +23.0% | -52.2% | -42.3% |
| 1Y | +10.0% | +26.9% | -16.9% | -12.9% |
| 3Y | -12.9% | +77.9% | -90.8% | -50.3% |
| All | -62.1% | +58.5% | -120.6% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling