+59.2%
ALB vs MKTX
-10.6%
+69.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.4% | -3.4% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | -8.1% | +0.7% | -8.9% | -8.1% |
| 3M | -25.7% | +40.8% | -66.5% | -26.2% |
| 6M | -29.5% | -8.0% | -21.5% | -34.8% |
| YTD | -16.2% | -8.7% | -7.5% | -22.7% |
| 1Y | +59.2% | -11.8% | +71.1% | +45.9% |
| All | +59.2% | -10.6% | +69.8% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling