+169.2%
ALB vs FIVE
+868.1%
-699.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.1% | -9.6% | -5.9% |
| 7D | -8.1% | +4.3% | -12.3% | -9.3% |
| 30D | +6.3% | +12.5% | -6.2% | +2.6% |
| 3M | -23.6% | +31.2% | -54.8% | -29.4% |
| 6M | -24.6% | +14.4% | -39.0% | -28.6% |
| YTD | -10.3% | +33.9% | -44.2% | -18.8% |
| 1Y | +61.5% | +65.1% | -3.6% | +37.5% |
| 3Y | -34.0% | +49.0% | -82.9% | -45.9% |
| 5Y | -44.6% | +30.3% | -74.9% | -54.2% |
| 10Y | +76.1% | +481.1% | -405.0% | +9.8% |
| All | +169.2% | +868.1% | -699.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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