-42.5%
ALB vs EAT
+326.5%
-369.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +3.5% |
| 7D | -4.4% | -4.9% | +0.5% | -3.2% |
| 30D | -1.2% | -1.2% | 0.0% | -1.2% |
| 3M | -13.3% | +52.2% | -65.6% | -23.2% |
| 6M | -19.8% | +65.0% | -84.8% | -31.6% |
| YTD | -7.9% | +55.0% | -63.0% | -20.2% |
| 1Y | +60.2% | +42.1% | +18.1% | +41.3% |
| 3Y | -26.4% | +614.7% | -641.2% | -63.7% |
| 5Y | -42.5% | +322.7% | -365.3% | -69.6% |
| All | -42.5% | +326.5% | -369.0% | -69.6% |
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