+294.8%
C vs ALB
+2,194.2%
-1,899.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.6% | -8.6% | -6.5% |
| 7D | -5.3% | +5.5% | -10.8% | -7.4% |
| 30D | -7.3% | -7.5% | +0.2% | -4.8% |
| 3M | -13.5% | -16.9% | +3.5% | -8.2% |
| 6M | -6.5% | -49.2% | +42.7% | +19.3% |
| YTD | +3.6% | -29.9% | +33.5% | +11.4% |
| 1Y | +18.9% | +8.2% | +10.7% | +5.9% |
| 3Y | +205.0% | -19.4% | +224.4% | +161.7% |
| 5Y | +109.4% | -61.6% | +171.0% | +127.1% |
| 10Y | +232.9% | +34.6% | +198.3% | +68.0% |
| All | +294.8% | +2,194.2% | -1,899.5% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling