-10.8%
DOW vs ALB
+63.2%
-74.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.5% |
| 7D | -2.4% | -8.1% | +5.7% | +0.4% |
| 30D | +0.4% | +6.3% | -5.9% | -1.9% |
| 3M | -14.4% | -23.6% | +9.2% | -7.2% |
| 6M | -7.0% | -24.6% | +17.6% | +0.1% |
| YTD | +30.2% | -10.3% | +40.5% | +30.0% |
| 1Y | +29.2% | +61.5% | -32.3% | +2.3% |
| 3Y | -36.7% | -34.0% | -2.7% | -36.8% |
| 5Y | -37.7% | -44.6% | +6.9% | -39.8% |
| All | -10.8% | +63.2% | -74.0% | -62.6% |
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