+1,162.1%
AMAT vs ALB
+33.3%
+1,128.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | -14.7% | +9.1% | -23.8% | -17.8% |
| 30D | -36.1% | -3.4% | -32.7% | -35.5% |
| 3M | -36.9% | -20.6% | -16.3% | -32.0% |
| 6M | -22.2% | -48.2% | +26.0% | -1.9% |
| YTD | +29.9% | -29.2% | +59.2% | +41.6% |
| 1Y | +43.3% | +10.0% | +33.3% | +30.4% |
| 3Y | +142.7% | -12.9% | +155.6% | +111.6% |
| 5Y | +126.2% | -61.3% | +187.5% | +168.7% |
| All | +1,162.1% | +33.3% | +1,128.8% | +680.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling