+47.3%
AMZN vs ALB
-44.4%
+91.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | +0.8% |
| 7D | -3.0% | -8.1% | +5.1% | -1.3% |
| 30D | -5.2% | +6.3% | -11.4% | -6.7% |
| 3M | +1.9% | -23.6% | +25.4% | +7.2% |
| 6M | +19.2% | -24.6% | +43.8% | +24.4% |
| YTD | +12.0% | -10.3% | +22.3% | +11.0% |
| 1Y | +9.7% | +61.5% | -51.8% | -7.3% |
| 3Y | +87.2% | -34.0% | +121.1% | +89.3% |
| All | +47.3% | -44.4% | +91.7% | +47.0% |
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