+112.2%
C vs ALB
-62.6%
+174.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.5% | +1.0% |
| 7D | -0.4% | +5.3% | -5.6% | -1.4% |
| 30D | -5.2% | -6.3% | +1.1% | -4.2% |
| 3M | -9.1% | -27.4% | +18.3% | -4.0% |
| 6M | -1.6% | -53.1% | +51.5% | +12.3% |
| YTD | +6.9% | -32.3% | +39.3% | +11.5% |
| 1Y | +23.0% | -7.3% | +30.3% | +19.7% |
| 3Y | +216.1% | -14.9% | +231.1% | +189.4% |
| 5Y | +112.2% | -62.0% | +174.3% | +125.2% |
| All | +112.2% | -62.6% | +174.9% | +125.2% |
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 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