+10.0%
ALB vs PL
-3.5%
+13.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | -0.6% |
| 7D | +9.1% | -6.8% | +15.9% | +9.9% |
| 30D | -3.4% | -29.3% | +25.9% | +1.3% |
| 3M | -20.6% | -44.8% | +24.2% | -14.0% |
| 6M | -48.2% | -68.4% | +20.2% | -40.2% |
| YTD | -29.2% | -36.4% | +7.1% | -22.7% |
| 1Y | +10.0% | +0.7% | +9.3% | +19.8% |
| All | +10.0% | -3.5% | +13.5% | +19.8% |
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