-34.2%
ALB vs P
+158.6%
-192.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.8% |
| 7D | -8.1% | +6.5% | -14.6% | -9.6% |
| 30D | +6.3% | +18.8% | -12.6% | +0.7% |
| 3M | -23.6% | +26.7% | -50.3% | -29.2% |
| 6M | -24.6% | +62.2% | -86.8% | -34.7% |
| YTD | -10.3% | +48.5% | -58.8% | -20.9% |
| 1Y | +61.5% | +26.4% | +35.1% | +45.1% |
| All | -34.2% | +158.6% | -192.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling