+9,508.3%
DE vs ALB
+2,835.3%
+6,673.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.3% |
| 7D | +10.0% | -8.1% | +18.1% | +13.0% |
| 30D | +13.3% | +6.3% | +7.1% | +10.8% |
| 3M | +17.5% | -23.6% | +41.1% | +27.1% |
| 6M | +13.6% | -24.6% | +38.2% | +21.6% |
| YTD | +49.8% | -10.3% | +60.1% | +48.9% |
| 1Y | +47.9% | +61.5% | -13.6% | +16.8% |
| 3Y | +72.5% | -34.0% | +106.5% | +67.3% |
| 5Y | +90.2% | -44.6% | +134.8% | +81.8% |
| 10Y | +865.4% | +76.1% | +789.3% | +423.0% |
| All | +9,508.3% | +2,835.3% | +6,673.0% | +2,066.9% |
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