+2,885.9%
ALB vs EAT
+2,522.4%
+363.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | +6.3% | +1.9% | +4.4% | +5.5% |
| 3M | -23.6% | +68.7% | -92.2% | -33.3% |
| 6M | -24.6% | +66.9% | -91.5% | -34.8% |
| YTD | -10.3% | +60.4% | -70.7% | -21.8% |
| 1Y | +61.5% | +44.0% | +17.5% | +43.8% |
| 3Y | -34.0% | +604.7% | -638.7% | -62.0% |
| 5Y | -44.6% | +347.0% | -391.6% | -65.8% |
| 10Y | +76.1% | +390.8% | -314.7% | -8.7% |
| All | +2,885.9% | +2,522.4% | +363.5% | +824.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling