+24.0%
B vs ALB
-1.1%
+25.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +11.3% | +9.5% | +1.9% | +7.7% |
| 30D | +2.9% | -2.1% | +5.1% | +3.6% |
| 3M | -2.9% | -24.1% | +21.3% | +6.2% |
| 6M | -1.2% | -51.0% | +49.8% | +25.5% |
| YTD | -1.3% | -29.3% | +28.0% | +9.6% |
| All | +24.0% | -1.1% | +25.2% | +33.3% |
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 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