-7.3%
ALB vs EXEL
+72.0%
-79.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.9% |
| 7D | +5.3% | -2.4% | +7.6% | +5.6% |
| 30D | -6.3% | +17.9% | -24.2% | -9.5% |
| 3M | -27.4% | +33.3% | -60.7% | -31.9% |
| 6M | -53.1% | +46.6% | -99.6% | -57.8% |
| YTD | -32.3% | +61.0% | -93.3% | -41.9% |
| 1Y | -7.3% | +70.4% | -77.7% | -20.9% |
| All | -7.3% | +72.0% | -79.3% | -20.9% |
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