+207.6%
ALB vs P
+485.4%
-277.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.8% |
| 7D | -8.1% | +6.5% | -14.6% | -9.7% |
| 30D | +6.3% | +18.8% | -12.6% | +0.4% |
| 3M | -23.6% | +26.7% | -50.3% | -29.5% |
| 6M | -24.6% | +62.2% | -86.8% | -35.3% |
| YTD | -10.3% | +48.5% | -58.8% | -21.5% |
| 1Y | +61.5% | +26.4% | +35.1% | +44.6% |
| 3Y | -34.0% | +159.4% | -193.4% | -55.0% |
| 5Y | -44.6% | +275.8% | -320.4% | -66.5% |
| 10Y | +76.1% | +732.0% | -655.9% | -9.8% |
| All | +207.6% | +485.4% | -277.7% | +55.9% |
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