+105.9%
C vs ALB
-61.7%
+167.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -2.4% | +9.1% | -11.5% | -4.0% |
| 30D | -6.0% | -3.4% | -2.6% | -5.5% |
| 3M | -10.5% | -20.6% | +10.1% | -7.1% |
| 6M | -5.7% | -48.2% | +42.5% | +5.6% |
| YTD | +4.1% | -29.2% | +33.4% | +7.7% |
| 1Y | +20.5% | +10.0% | +10.5% | +13.2% |
| 3Y | +208.1% | -12.9% | +221.0% | +181.3% |
| All | +105.9% | -61.7% | +167.7% | +118.2% |
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