+59.2%
ALB vs DGX
+32.7%
+26.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.5% |
| 7D | -6.6% | -0.9% | -5.7% | -6.6% |
| 30D | -8.1% | -1.2% | -7.0% | -8.0% |
| 3M | -25.7% | +15.8% | -41.4% | -26.1% |
| 6M | -29.5% | +18.2% | -47.6% | -30.0% |
| YTD | -16.2% | +37.2% | -53.4% | -17.2% |
| 1Y | +59.2% | +30.4% | +28.9% | +60.2% |
| All | +59.2% | +32.7% | +26.6% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling