-34.2%
ALB vs M
+117.7%
-151.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -5.1% |
| 7D | -8.1% | +4.7% | -12.8% | -9.2% |
| 30D | +6.3% | -9.6% | +15.9% | +9.1% |
| 3M | -23.6% | +0.9% | -24.4% | -24.2% |
| 6M | -24.6% | +22.3% | -46.9% | -29.5% |
| YTD | -10.3% | +6.5% | -16.8% | -13.5% |
| 1Y | +61.5% | +38.8% | +22.7% | +43.0% |
| All | -34.2% | +117.7% | -151.8% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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