+1,587.5%
AMAT vs ALB
+75.7%
+1,511.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.8% | +6.0% |
| 7D | -1.5% | -8.1% | +6.6% | +1.5% |
| 30D | -14.8% | +6.3% | -21.1% | -17.4% |
| 3M | -9.3% | -23.6% | +14.3% | -0.3% |
| 6M | +27.4% | -24.6% | +52.0% | +38.1% |
| YTD | +77.6% | -10.3% | +87.8% | +78.1% |
| 1Y | +188.9% | +61.5% | +127.5% | +125.1% |
| 3Y | +202.3% | -34.0% | +236.3% | +204.8% |
| 5Y | +248.9% | -44.6% | +293.5% | +259.2% |
| All | +1,587.5% | +75.7% | +1,511.7% | +812.5% |
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