+8.6%
ALB vs MTB
+27.0%
-18.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.2% | +4.1% | +5.1% |
| 7D | -2.1% | +2.0% | -4.1% | -2.4% |
| 30D | -9.0% | +2.9% | -11.9% | -9.5% |
| 3M | -21.1% | -10.7% | -10.5% | -19.7% |
| 6M | -49.9% | +6.3% | -56.2% | -51.5% |
| YTD | -32.3% | +13.8% | -46.1% | -37.9% |
| 1Y | +8.6% | +27.7% | -19.1% | -5.1% |
| All | +8.6% | +27.0% | -18.4% | -5.1% |
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