+9.0%
AMZN vs ALB
-5.3%
+14.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +1.8% |
| 7D | +8.0% | +5.3% | +2.8% | +7.6% |
| 30D | +3.2% | -6.3% | +9.5% | +3.6% |
| 3M | -2.6% | -27.4% | +24.8% | -0.8% |
| 6M | -0.7% | -53.1% | +52.4% | +3.6% |
| YTD | +17.4% | -32.3% | +49.7% | +17.9% |
| 1Y | +9.0% | -7.3% | +16.3% | +7.2% |
| All | +9.0% | -5.3% | +14.4% | +7.2% |
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