+48.6%
AMZN vs ALB
-61.7%
+110.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +7.9% | +9.1% | -1.2% | +5.9% |
| 30D | -0.2% | -3.4% | +3.2% | +0.4% |
| 3M | -4.8% | -20.6% | +15.8% | -0.4% |
| 6M | -5.7% | -48.2% | +42.5% | +7.5% |
| YTD | +12.3% | -29.2% | +41.6% | +16.9% |
| 1Y | +6.7% | +10.0% | -3.3% | -0.8% |
| 3Y | +85.6% | -12.9% | +98.5% | +65.9% |
| All | +48.6% | -61.7% | +110.4% | +62.5% |
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 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