+2,152.2%
ALB vs IT
+3,811.5%
-1,659.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.0% |
| 7D | +5.3% | -7.5% | +12.7% | +7.1% |
| 30D | -6.3% | -1.2% | -5.1% | -6.7% |
| 3M | -27.4% | -2.2% | -25.2% | -28.1% |
| 6M | -53.1% | +19.1% | -72.2% | -56.6% |
| YTD | -32.3% | -25.1% | -7.2% | -31.0% |
| 1Y | -7.3% | -17.4% | +10.1% | -7.8% |
| 3Y | -14.9% | -54.1% | +39.2% | -3.2% |
| 5Y | -62.0% | -42.7% | -19.4% | -59.1% |
| 10Y | +33.0% | +88.1% | -55.1% | +7.6% |
| All | +2,152.2% | +3,811.5% | -1,659.3% | +1,199.0% |
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