+87.5%
AMZN vs ALB
-29.2%
+116.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | +0.5% |
| 7D | -3.0% | -8.1% | +5.1% | -1.8% |
| 30D | -5.2% | +6.3% | -11.4% | -6.2% |
| 3M | +1.9% | -23.6% | +25.4% | +5.6% |
| 6M | +19.2% | -24.6% | +43.8% | +22.9% |
| YTD | +12.0% | -10.3% | +22.3% | +11.3% |
| 1Y | +9.7% | +61.5% | -51.8% | -3.0% |
| All | +87.5% | -29.2% | +116.7% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling