+61.5%
ALB vs MTB
+23.4%
+38.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -8.1% | +1.7% | -9.8% | -8.5% |
| 30D | +6.3% | -4.2% | +10.4% | +7.4% |
| 3M | -23.6% | +8.9% | -32.4% | -26.6% |
| 6M | -24.6% | +10.9% | -35.5% | -28.3% |
| YTD | -10.3% | +21.5% | -31.8% | -21.1% |
| 1Y | +61.5% | +21.9% | +39.5% | +23.4% |
| All | +61.5% | +23.4% | +38.1% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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