+14,488.1%
COST vs ALB
+2,835.3%
+11,652.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.3% |
| 7D | -3.1% | -8.1% | +4.9% | -1.7% |
| 30D | -2.8% | +6.3% | -9.0% | -4.0% |
| 3M | -5.7% | -23.6% | +17.9% | -1.7% |
| 6M | -8.8% | -24.6% | +15.8% | -5.7% |
| YTD | +6.7% | -10.3% | +16.9% | +6.0% |
| 1Y | -3.6% | +61.5% | -65.1% | -15.3% |
| 3Y | +75.1% | -34.0% | +109.1% | +71.6% |
| 5Y | +108.9% | -44.6% | +153.5% | +103.1% |
| 10Y | +586.2% | +76.1% | +510.1% | +368.3% |
| All | +14,488.1% | +2,835.3% | +11,652.9% | +4,877.3% |
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