-3.2%
ALB vs EXEL
+74.8%
-78.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -0.7% |
| 7D | +9.5% | +2.3% | +7.2% | +8.9% |
| 30D | -2.1% | +19.8% | -22.0% | -5.8% |
| 3M | -24.1% | +32.7% | -56.8% | -28.7% |
| 6M | -51.0% | +49.0% | -100.0% | -56.1% |
| YTD | -29.3% | +63.7% | -93.0% | -39.5% |
| All | -3.2% | +74.8% | -78.1% | -17.7% |
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