-43.9%
ALB vs DD
+61.3%
-105.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.8% |
| 7D | -8.1% | -3.5% | -4.6% | -5.2% |
| 30D | +6.3% | -10.3% | +16.6% | +16.3% |
| 3M | -23.6% | -7.5% | -16.0% | -18.5% |
| 6M | -24.6% | -8.0% | -16.6% | -19.9% |
| YTD | -10.3% | +10.5% | -20.7% | -18.5% |
| 1Y | +61.5% | +38.3% | +23.2% | +18.5% |
| 3Y | -34.0% | +42.5% | -76.5% | -53.0% |
| All | -43.9% | +61.3% | -105.2% | -62.6% |
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 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