+113.6%
C vs ALB
-64.0%
+177.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +4.2% | -5.8% | +9.9% | +5.3% |
| 30D | +2.0% | -4.5% | +6.5% | +2.7% |
| 3M | -10.1% | -28.1% | +18.0% | -5.0% |
| 6M | +1.0% | -53.2% | +54.2% | +15.2% |
| YTD | +8.5% | -33.3% | +41.8% | +13.3% |
| 1Y | +25.7% | -17.4% | +43.2% | +25.4% |
| 3Y | +216.0% | -14.1% | +230.1% | +188.2% |
| All | +113.6% | -64.0% | +177.6% | +126.0% |
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