+1,616.9%
BE vs ALB
-16.8%
+1,633.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.0% |
| 7D | -14.7% | +9.1% | -23.8% | -18.2% |
| 30D | -40.5% | -3.4% | -37.1% | -39.9% |
| 3M | -24.3% | -20.6% | -3.7% | -17.9% |
| 6M | -39.3% | -48.2% | +8.9% | -21.2% |
| YTD | +99.4% | -29.2% | +128.6% | +128.4% |
| 1Y | +26.6% | +10.0% | +16.6% | +21.5% |
| 3Y | +1,616.9% | -12.9% | +1,629.9% | +1,591.4% |
| All | +1,616.9% | -16.8% | +1,633.8% | +1,591.4% |
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