+56.1%
ALB vs REPL
+141.0%
-84.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.4% |
| 7D | -8.1% | -3.0% | -5.1% | -8.0% |
| 30D | +6.3% | +27.1% | -20.9% | +6.1% |
| 3M | -23.6% | +52.4% | -76.0% | -23.9% |
| 6M | -24.6% | +107.4% | -132.1% | -24.1% |
| YTD | -10.3% | +54.7% | -65.0% | -8.9% |
| All | +56.1% | +141.0% | -84.9% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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