-29.5%
DOW vs ALB
-61.7%
+32.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -9.5% | +9.1% | -18.6% | -11.4% |
| 30D | +13.1% | -3.4% | +16.5% | +13.7% |
| 3M | +4.8% | -20.6% | +25.4% | +10.1% |
| 6M | -16.7% | -48.2% | +31.5% | -3.5% |
| YTD | +38.9% | -29.2% | +68.1% | +46.7% |
| 1Y | +48.3% | +10.0% | +38.3% | +39.5% |
| 3Y | -24.4% | -12.9% | -11.4% | -31.6% |
| All | -29.5% | -61.7% | +32.2% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling