-7.3%
ALB vs USFR
+4.1%
-11.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.3% | -3.3% |
| 7D | +5.3% | +0.1% | +5.2% | +7.3% |
| 30D | -6.3% | +0.4% | -6.7% | +2.6% |
| 3M | -27.4% | +1.1% | -28.5% | -8.0% |
| 6M | -53.1% | +2.1% | -55.1% | -25.4% |
| YTD | -32.3% | +3.4% | -35.8% | +83.5% |
| 1Y | -7.3% | +4.1% | -11.4% | +203.5% |
| All | -7.3% | +4.1% | -11.4% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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