+200.4%
B vs ALB
-34.0%
+234.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.4% |
| 7D | -1.6% | -8.1% | +6.5% | -0.1% |
| 30D | +9.4% | +6.3% | +3.2% | +8.1% |
| 3M | +5.0% | -23.6% | +28.6% | +9.8% |
| 6M | -3.5% | -24.6% | +21.1% | +0.6% |
| YTD | +4.5% | -10.3% | +14.7% | +6.5% |
| 1Y | +67.8% | +61.5% | +6.3% | +59.0% |
| All | +200.4% | -34.0% | +234.4% | +200.2% |
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