+2,254.7%
ALB vs M
+313.6%
+1,941.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +2.3% |
| 7D | +9.1% | -4.3% | +13.3% | +10.3% |
| 30D | -3.4% | +1.3% | -4.7% | -4.1% |
| 3M | -20.6% | -7.4% | -13.2% | -19.4% |
| 6M | -48.2% | +18.3% | -66.5% | -51.5% |
| YTD | -29.2% | +7.6% | -36.8% | -32.7% |
| 1Y | +10.0% | +17.4% | -7.4% | +1.8% |
| 3Y | -12.9% | +108.4% | -121.3% | -36.0% |
| 5Y | -61.3% | -10.6% | -50.7% | -65.5% |
| 10Y | +35.8% | -3.2% | +39.0% | -5.8% |
| All | +2,254.7% | +313.6% | +1,941.1% | +779.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling