+356.5%
C vs ALB
+2,835.3%
-2,478.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.5% |
| 7D | +3.6% | -8.1% | +11.7% | +7.0% |
| 30D | +0.1% | +6.3% | -6.2% | -3.0% |
| 3M | +2.4% | -23.6% | +26.0% | +12.3% |
| 6M | +24.9% | -24.6% | +49.5% | +34.6% |
| YTD | +19.8% | -10.3% | +30.1% | +17.8% |
| 1Y | +44.9% | +61.5% | -16.6% | +8.1% |
| 3Y | +263.0% | -34.0% | +297.0% | +245.3% |
| 5Y | +129.5% | -44.6% | +174.1% | +113.1% |
| 10Y | +291.6% | +76.1% | +215.5% | +78.0% |
| All | +356.5% | +2,835.3% | -2,478.8% | -22.1% |
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