-62.1%
ALB vs M
-11.5%
-50.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +2.2% |
| 7D | +9.1% | -4.3% | +13.3% | +10.3% |
| 30D | -3.4% | +1.3% | -4.7% | -4.2% |
| 3M | -20.6% | -7.4% | -13.2% | -19.3% |
| 6M | -48.2% | +18.3% | -66.5% | -51.6% |
| YTD | -29.2% | +7.6% | -36.8% | -32.8% |
| 1Y | +10.0% | +17.4% | -7.4% | +1.4% |
| 3Y | -12.9% | +108.4% | -121.3% | -38.9% |
| All | -62.1% | -11.5% | -50.7% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling