+143.6%
ALB vs USFR
+27.5%
+116.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.5% |
| 7D | -8.1% | +0.1% | -8.1% | -8.1% |
| 30D | +6.3% | +0.3% | +6.0% | +6.0% |
| 3M | -23.6% | +1.0% | -24.6% | -24.1% |
| 6M | -24.6% | +1.9% | -26.6% | -25.7% |
| YTD | -10.3% | +2.6% | -12.9% | -12.0% |
| 1Y | +61.5% | +4.0% | +57.5% | +56.6% |
| 3Y | -34.0% | +14.1% | -48.1% | -40.4% |
| 5Y | -44.6% | +20.4% | -65.0% | -52.4% |
| 10Y | +76.1% | +28.0% | +48.1% | +45.5% |
| All | +143.6% | +27.5% | +116.1% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling