+7,328.4%
EW vs ALB
+1,518.8%
+5,809.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +11.0% | +9.1% | +1.9% | +9.1% |
| 30D | +19.1% | -3.4% | +22.5% | +19.8% |
| 3M | +14.4% | -20.6% | +35.0% | +19.2% |
| 6M | +22.8% | -48.2% | +70.9% | +38.6% |
| YTD | +19.8% | -29.2% | +49.1% | +24.7% |
| 1Y | +23.9% | +10.0% | +13.9% | +16.8% |
| 3Y | +52.2% | -12.9% | +65.1% | +38.2% |
| 5Y | -13.9% | -61.3% | +47.4% | -9.1% |
| 10Y | +241.9% | +35.8% | +206.1% | +137.1% |
| All | +7,328.4% | +1,518.8% | +5,809.5% | +2,660.9% |
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