+22.7%
C vs ALB
-1.1%
+23.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -0.9% | +9.5% | -10.4% | -1.6% |
| 30D | -5.4% | -2.1% | -3.3% | -5.3% |
| 3M | -9.2% | -24.1% | +15.0% | -7.6% |
| 6M | -1.8% | -51.0% | +49.2% | +2.7% |
| YTD | +6.7% | -29.3% | +36.0% | +7.2% |
| All | +22.7% | -1.1% | +23.8% | +19.2% |
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 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