+2,885.9%
ALB vs DD
+844.2%
+2,041.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | -8.1% | -3.5% | -4.6% | -6.2% |
| 30D | +6.3% | -10.3% | +16.6% | +12.9% |
| 3M | -23.6% | -7.5% | -16.0% | -20.1% |
| 6M | -24.6% | -8.0% | -16.6% | -21.2% |
| YTD | -10.3% | +10.5% | -20.7% | -15.1% |
| 1Y | +61.5% | +38.3% | +23.2% | +33.6% |
| 3Y | -34.0% | +42.5% | -76.5% | -45.3% |
| 5Y | -44.6% | +60.2% | -104.8% | -56.7% |
| 10Y | +76.1% | +68.9% | +7.2% | +29.3% |
| All | +2,885.9% | +844.2% | +2,041.7% | +844.7% |
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