+2,885.9%
ALB vs IT
+3,759.7%
-873.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.2% | -3.3% |
| 7D | -8.1% | -6.0% | -2.0% | -6.8% |
| 30D | +6.3% | 0.0% | +6.3% | +6.1% |
| 3M | -23.6% | +13.1% | -36.6% | -27.1% |
| 6M | -24.6% | +11.7% | -36.3% | -28.7% |
| YTD | -10.3% | -26.1% | +15.8% | -7.0% |
| 1Y | +61.5% | -21.3% | +82.7% | +64.0% |
| 3Y | -34.0% | -46.7% | +12.8% | -26.9% |
| 5Y | -44.6% | -40.5% | -4.1% | -40.0% |
| 10Y | +76.1% | +103.9% | -27.8% | +41.9% |
| All | +2,885.9% | +3,759.7% | -873.9% | +1,650.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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