+2,254.7%
ALB vs DD
+951.3%
+1,303.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +9.1% | +4.6% | +4.4% | +5.7% |
| 30D | -3.4% | +11.8% | -15.2% | -9.9% |
| 3M | -20.6% | +2.2% | -22.8% | -22.1% |
| 6M | -48.2% | -1.6% | -46.5% | -48.1% |
| YTD | -29.2% | +23.0% | -52.2% | -37.4% |
| 1Y | +10.0% | +26.9% | -16.9% | -4.4% |
| 3Y | -12.9% | +77.9% | -90.8% | -36.6% |
| 5Y | -61.3% | +59.9% | -121.2% | -69.9% |
| 10Y | +35.8% | +90.1% | -54.2% | -7.3% |
| All | +2,254.7% | +951.3% | +1,303.4% | +596.7% |
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