+2,152.2%
ALB vs DD
+1,025.6%
+1,126.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.9% |
| 7D | +5.3% | +2.2% | +3.0% | +3.5% |
| 30D | -6.3% | +20.7% | -26.9% | -16.4% |
| 3M | -27.4% | +11.3% | -38.7% | -32.2% |
| 6M | -53.1% | +6.0% | -59.1% | -55.0% |
| YTD | -32.3% | +31.7% | -64.0% | -42.5% |
| 1Y | -7.3% | +32.2% | -39.5% | -21.5% |
| 3Y | -14.9% | +92.7% | -107.6% | -40.9% |
| 5Y | -62.0% | +72.1% | -134.1% | -71.7% |
| 10Y | +33.0% | +99.7% | -66.6% | -12.0% |
| All | +2,152.2% | +1,025.6% | +1,126.6% | +539.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling