+17,325.1%
COST vs ALB
+2,112.1%
+15,213.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +2.5% | -3.6% | +6.1% | +3.1% |
| 30D | +14.6% | -2.9% | +17.4% | +15.0% |
| 3M | +15.2% | -25.8% | +41.0% | +20.8% |
| 6M | +7.2% | -53.6% | +60.8% | +21.3% |
| YTD | +27.4% | -32.4% | +59.8% | +32.6% |
| 1Y | +20.2% | -13.0% | +33.2% | +19.1% |
| 3Y | +96.9% | -15.0% | +111.9% | +81.8% |
| 5Y | +122.8% | -63.5% | +186.3% | +134.1% |
| 10Y | +764.3% | +34.7% | +729.5% | +516.6% |
| All | +17,325.1% | +2,112.1% | +15,213.0% | +6,125.8% |
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