+6,438.2%
EW vs ALB
+1,952.8%
+4,485.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.0% |
| 7D | -0.3% | -8.1% | +7.7% | +1.3% |
| 30D | +1.0% | +6.3% | -5.2% | -0.5% |
| 3M | +2.8% | -23.6% | +26.4% | +7.8% |
| 6M | +5.5% | -24.6% | +30.1% | +9.7% |
| YTD | +5.5% | -10.3% | +15.7% | +4.9% |
| 1Y | +11.0% | +61.5% | -50.4% | -4.4% |
| 3Y | +17.7% | -34.0% | +51.7% | +15.4% |
| 5Y | -25.7% | -44.6% | +18.8% | -27.5% |
| 10Y | +132.8% | +76.1% | +56.7% | +53.5% |
| All | +6,438.2% | +1,952.8% | +4,485.4% | +2,223.0% |
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