-7.3%
ALB vs PL
+7.9%
-15.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.1% |
| 7D | +5.3% | +5.6% | -0.4% | +4.1% |
| 30D | -6.3% | -16.9% | +10.7% | -4.1% |
| 3M | -27.4% | -38.2% | +10.8% | -22.8% |
| 6M | -53.1% | -63.4% | +10.4% | -47.1% |
| YTD | -32.3% | -27.6% | -4.7% | -27.4% |
| 1Y | -7.3% | +6.6% | -13.9% | 0.0% |
| All | -7.3% | +7.9% | -15.2% | 0.0% |
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