+4,062.7%
ALL vs ALB
+2,214.8%
+1,847.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.7% |
| 7D | -1.9% | +9.1% | -11.0% | -3.8% |
| 30D | +13.8% | -3.4% | +17.2% | +14.4% |
| 3M | -7.0% | -20.6% | +13.6% | -2.9% |
| 6M | +18.0% | -48.2% | +66.2% | +34.1% |
| YTD | +24.2% | -29.2% | +53.4% | +28.3% |
| 1Y | +31.2% | +10.0% | +21.2% | +21.4% |
| 3Y | +107.5% | -12.9% | +120.4% | +82.7% |
| 5Y | +144.8% | -61.3% | +206.1% | +151.6% |
| 10Y | +375.8% | +35.8% | +339.9% | +195.7% |
| All | +4,062.7% | +2,214.8% | +1,847.9% | +1,069.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling