+138.0%
B vs ALB
-61.7%
+199.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +9.6% | +9.1% | +0.5% | +8.1% |
| 30D | +3.5% | -3.4% | +6.9% | +4.1% |
| 3M | -1.6% | -20.6% | +19.0% | +1.9% |
| 6M | -1.7% | -48.2% | +46.5% | +8.6% |
| YTD | -5.3% | -29.2% | +23.9% | -0.2% |
| 1Y | +27.2% | +10.0% | +17.2% | +27.2% |
| 3Y | +166.1% | -12.9% | +179.0% | +165.2% |
| All | +138.0% | -61.7% | +199.7% | +152.7% |
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