+61.5%
ALB vs EXEL
+59.2%
+2.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -8.1% | +8.4% | -16.4% | -9.0% |
| 30D | +6.3% | +4.1% | +2.2% | +5.5% |
| 3M | -23.6% | +12.4% | -36.0% | -25.3% |
| 6M | -24.6% | +41.5% | -66.2% | -30.1% |
| YTD | -10.3% | +34.6% | -44.9% | -15.8% |
| 1Y | +61.5% | +57.9% | +3.6% | +59.1% |
| All | +61.5% | +59.2% | +2.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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