+8.6%
ALB vs PL
-0.6%
+9.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.4% | +11.7% | +6.3% |
| 7D | -2.1% | -11.7% | +9.7% | -0.3% |
| 30D | -9.0% | -27.1% | +18.1% | -4.7% |
| 3M | -21.1% | -44.6% | +23.5% | -14.3% |
| 6M | -49.9% | -67.2% | +17.3% | -42.2% |
| YTD | -32.3% | -35.9% | +3.6% | -26.3% |
| 1Y | +8.6% | -0.4% | +9.0% | +18.2% |
| All | +8.6% | -0.6% | +9.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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