+142.6%
ALB vs P
+469.1%
-326.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | 0.0% |
| 7D | +9.1% | -23.8% | +32.9% | +15.8% |
| 30D | -3.4% | -36.6% | +33.2% | +7.1% |
| 3M | -20.6% | +10.9% | -31.5% | -25.3% |
| 6M | -48.2% | +30.0% | -78.2% | -54.0% |
| YTD | -29.2% | +44.4% | -73.6% | -39.0% |
| 1Y | +10.0% | +3.9% | +6.1% | +1.3% |
| 3Y | -12.9% | +176.6% | -189.5% | -43.2% |
| 5Y | -61.3% | +249.3% | -310.6% | -76.7% |
| 10Y | +35.8% | +726.9% | -691.1% | -31.6% |
| All | +142.6% | +469.1% | -326.5% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling