-62.1%
ALB vs EAT
+361.6%
-423.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.6% |
| 7D | +9.1% | -2.6% | +11.7% | +9.8% |
| 30D | -3.4% | +11.5% | -14.9% | -6.5% |
| 3M | -20.6% | -9.1% | -11.5% | -19.4% |
| 6M | -48.2% | +40.4% | -88.6% | -53.7% |
| YTD | -29.2% | +43.9% | -73.2% | -38.0% |
| 1Y | +10.0% | +101.9% | -91.9% | -12.7% |
| 3Y | -12.9% | +489.9% | -502.8% | -55.6% |
| All | -62.1% | +361.6% | -423.7% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling