-9.3%
ALB vs EXEL
+244.2%
-253.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -0.8% |
| 7D | +9.5% | +2.3% | +7.2% | +8.8% |
| 30D | -2.1% | +19.8% | -22.0% | -6.3% |
| 3M | -24.1% | +32.7% | -56.8% | -29.2% |
| 6M | -51.0% | +49.0% | -100.0% | -55.9% |
| YTD | -29.3% | +63.7% | -93.0% | -38.2% |
| 1Y | +3.2% | +75.8% | -72.6% | -11.4% |
| 3Y | -9.3% | +241.3% | -250.6% | -39.1% |
| All | -9.3% | +244.2% | -253.6% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling