-20.4%
ALB vs S
-56.8%
+36.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.9% | -4.5% |
| 7D | -8.1% | -7.7% | -0.4% | -6.4% |
| 30D | +6.3% | -5.3% | +11.6% | +7.1% |
| 3M | -23.6% | +20.3% | -43.8% | -27.7% |
| 6M | -24.6% | +47.4% | -72.0% | -33.1% |
| YTD | -10.3% | +32.5% | -42.8% | -18.6% |
| 1Y | +61.5% | +9.5% | +51.9% | +53.0% |
| 3Y | -34.0% | +15.5% | -49.5% | -39.9% |
| 5Y | -44.6% | -71.2% | +26.6% | -38.4% |
| All | -20.4% | -56.8% | +36.3% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling