+1,654.3%
EXC vs ALB
+2,214.8%
-560.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -1.2% | +9.1% | -10.2% | -2.6% |
| 30D | +10.0% | -3.4% | +13.4% | +10.4% |
| 3M | +1.6% | -20.6% | +22.2% | +5.1% |
| 6M | +3.3% | -48.2% | +51.4% | +14.0% |
| YTD | +7.6% | -29.2% | +36.8% | +10.8% |
| 1Y | +3.5% | +10.0% | -6.5% | -1.8% |
| 3Y | +27.7% | -12.9% | +40.6% | +17.8% |
| 5Y | +41.1% | -61.3% | +102.4% | +46.1% |
| 10Y | +178.2% | +35.8% | +142.4% | +101.9% |
| All | +1,654.3% | +2,214.8% | -560.5% | +685.9% |
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