+2,366.1%
ALB vs DGX
+8,858.2%
-6,492.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | -8.1% | -2.3% | -5.8% | -7.4% |
| 30D | +6.3% | +0.6% | +5.7% | +6.1% |
| 3M | -23.6% | +21.4% | -45.0% | -28.3% |
| 6M | -24.6% | +14.7% | -39.3% | -28.1% |
| YTD | -10.3% | +38.4% | -48.7% | -19.5% |
| 1Y | +61.5% | +34.0% | +27.5% | +46.0% |
| 3Y | -34.0% | +92.7% | -126.7% | -46.6% |
| 5Y | -44.6% | +67.7% | -112.3% | -53.7% |
| 10Y | +76.1% | +248.0% | -171.9% | +17.2% |
| All | +2,366.1% | +8,858.2% | -6,492.1% | +930.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling