-2.3%
F vs ALB
-5.3%
+3.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.3% |
| 7D | +1.0% | +5.3% | -4.3% | +0.4% |
| 30D | +2.1% | -6.3% | +8.4% | +2.7% |
| 3M | -10.3% | -27.4% | +17.1% | -7.4% |
| 6M | +3.3% | -53.1% | +56.3% | +10.7% |
| YTD | -2.0% | -32.3% | +30.3% | -0.7% |
| 1Y | -2.3% | -7.3% | +5.0% | -5.4% |
| All | -2.3% | -5.3% | +3.0% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling