+117.1%
AMAT vs ALB
-61.8%
+178.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +3.6% | -17.2% | -14.7% |
| 7D | -24.3% | +5.5% | -29.8% | -25.8% |
| 30D | -39.8% | -7.5% | -32.3% | -38.4% |
| 3M | -40.2% | -16.9% | -23.2% | -37.3% |
| 6M | -22.1% | -49.2% | +27.1% | -4.2% |
| YTD | +24.7% | -29.9% | +54.5% | +34.8% |
| 1Y | +33.3% | +8.2% | +25.1% | +23.8% |
| 3Y | +133.9% | -19.4% | +153.3% | +113.3% |
| 5Y | +117.1% | -61.6% | +178.7% | +149.7% |
| All | +117.1% | -61.8% | +178.9% | +149.7% |
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 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