+61.4%
AMAT vs ALB
+4.7%
+56.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.6% | -4.7% |
| 7D | -11.2% | -2.1% | -9.1% | -10.8% |
| 30D | -31.9% | -9.0% | -22.9% | -30.2% |
| 3M | -32.3% | -21.1% | -11.2% | -28.7% |
| 6M | -5.4% | -49.9% | +44.5% | +11.9% |
| YTD | +44.3% | -32.3% | +76.5% | +53.0% |
| 1Y | +61.4% | +8.6% | +52.8% | +44.8% |
| All | +61.4% | +4.7% | +56.6% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling