+296.8%
C vs ALB
+2,214.8%
-1,918.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -2.4% | +9.1% | -11.5% | -5.8% |
| 30D | -6.0% | -3.4% | -2.6% | -5.0% |
| 3M | -10.5% | -20.6% | +10.1% | -3.2% |
| 6M | -5.7% | -48.2% | +42.5% | +19.3% |
| YTD | +4.1% | -29.2% | +33.4% | +11.6% |
| 1Y | +20.5% | +10.0% | +10.5% | +6.6% |
| 3Y | +208.1% | -12.9% | +221.0% | +155.7% |
| 5Y | +110.4% | -61.3% | +171.7% | +127.4% |
| 10Y | +234.6% | +35.8% | +198.8% | +68.2% |
| All | +296.8% | +2,214.8% | -1,918.0% | -26.2% |
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 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