+166.1%
B vs ALB
-16.8%
+182.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +9.6% | +9.1% | +0.5% | +7.8% |
| 30D | +3.5% | -3.4% | +6.9% | +4.2% |
| 3M | -1.6% | -20.6% | +19.0% | +2.5% |
| 6M | -1.7% | -48.2% | +46.5% | +10.5% |
| YTD | -5.3% | -29.2% | +23.9% | +0.9% |
| 1Y | +27.2% | +10.0% | +17.2% | +27.9% |
| 3Y | +166.1% | -12.9% | +179.0% | +171.4% |
| All | +166.1% | -16.8% | +182.9% | +171.4% |
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