+265.0%
C vs ALB
-34.0%
+299.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.3% |
| 7D | +3.6% | -8.1% | +11.7% | +4.9% |
| 30D | +0.1% | +6.3% | -6.2% | -1.1% |
| 3M | +2.4% | -23.6% | +26.0% | +6.2% |
| 6M | +24.9% | -24.6% | +49.5% | +28.6% |
| YTD | +19.8% | -10.3% | +30.1% | +19.0% |
| 1Y | +44.9% | +61.5% | -16.6% | +28.5% |
| All | +265.0% | -34.0% | +299.0% | +261.7% |
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 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