+122.2%
ALL vs ALB
-44.4%
+166.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.2% |
| 7D | 0.0% | -8.1% | +8.1% | +0.3% |
| 30D | -1.5% | +6.3% | -7.7% | -1.7% |
| 3M | +23.6% | -23.6% | +47.2% | +24.6% |
| 6M | +22.3% | -24.6% | +46.9% | +23.0% |
| YTD | +26.5% | -10.3% | +36.8% | +25.7% |
| 1Y | +27.0% | +61.5% | -34.5% | +21.6% |
| 3Y | +149.6% | -34.0% | +183.6% | +154.4% |
| All | +122.2% | -44.4% | +166.6% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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