+112.3%
ALB vs FIVE
+822.5%
-710.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +9.1% | -0.3% | +9.3% | +9.1% |
| 30D | -3.4% | +17.7% | -21.1% | -8.0% |
| 3M | -20.6% | +4.0% | -24.6% | -21.9% |
| 6M | -48.2% | +2.6% | -50.8% | -49.2% |
| YTD | -29.2% | +27.6% | -56.8% | -35.3% |
| 1Y | +10.0% | +59.9% | -49.9% | -5.8% |
| 3Y | -12.9% | +35.8% | -48.7% | -27.0% |
| 5Y | -61.3% | +14.4% | -75.7% | -67.0% |
| 10Y | +35.8% | +576.1% | -540.3% | -16.4% |
| All | +112.3% | +822.5% | -710.2% | +17.4% |
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