+162.4%
ALL vs ALB
-64.0%
+226.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.4% |
| 7D | +5.0% | -5.8% | +10.8% | +5.2% |
| 30D | +13.3% | -4.5% | +17.9% | +13.4% |
| 3M | +3.2% | -28.1% | +31.3% | +4.0% |
| 6M | +25.3% | -53.2% | +78.5% | +28.2% |
| YTD | +30.5% | -33.3% | +63.8% | +30.6% |
| 1Y | +29.2% | -17.4% | +46.6% | +27.7% |
| 3Y | +119.1% | -14.1% | +133.2% | +109.6% |
| All | +162.4% | -64.0% | +226.4% | +171.6% |
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