-63.4%
ALB vs TAP
+0.6%
-64.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.3% |
| 7D | -5.8% | +1.3% | -7.0% | -6.1% |
| 30D | -4.5% | +5.7% | -10.3% | -6.6% |
| 3M | -28.1% | -1.9% | -26.2% | -28.0% |
| 6M | -53.2% | +0.9% | -54.1% | -53.8% |
| YTD | -33.3% | -9.5% | -23.8% | -32.3% |
| 1Y | -17.4% | -9.0% | -8.5% | -16.5% |
| 3Y | -14.1% | -22.2% | +8.1% | -7.3% |
| All | -63.4% | +0.6% | -64.0% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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