+11.4%
B vs ALB
-5.3%
+16.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -2.7% | +1.1% | -3.7% | -3.0% |
| 30D | -4.3% | -2.6% | -1.8% | -3.5% |
| 3M | -2.3% | -25.6% | +23.3% | +7.6% |
| 6M | -16.2% | -54.0% | +37.8% | +8.8% |
| YTD | -8.8% | -31.6% | +22.8% | +2.4% |
| 1Y | +11.4% | -6.6% | +17.9% | +20.6% |
| All | +11.4% | -5.3% | +16.7% | +20.6% |
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