-63.4%
ALB vs S
-71.1%
+7.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -5.8% | +2.0% | -7.7% | -6.3% |
| 30D | -4.5% | -2.7% | -1.8% | -4.5% |
| 3M | -28.1% | -6.9% | -21.2% | -28.0% |
| 6M | -53.2% | +38.1% | -91.2% | -58.0% |
| YTD | -33.3% | +48.0% | -81.3% | -42.0% |
| 1Y | -17.4% | +34.5% | -51.9% | -26.8% |
| 3Y | -14.1% | +38.3% | -52.5% | -26.3% |
| All | -63.4% | -71.1% | +7.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling