-24.6%
ALB vs M
+25.9%
-50.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.6% |
| 7D | -8.1% | +4.7% | -12.8% | -8.4% |
| 30D | +6.3% | -9.6% | +15.9% | +7.0% |
| 3M | -23.6% | +0.9% | -24.4% | -23.5% |
| 6M | -24.6% | +22.3% | -46.9% | -22.3% |
| All | -24.6% | +25.9% | -50.6% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling