+53.9%
F vs ALB
-44.4%
+98.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.7% |
| 7D | +5.3% | -8.1% | +13.4% | +7.7% |
| 30D | +4.6% | +6.3% | -1.7% | +2.5% |
| 3M | -3.7% | -23.6% | +19.9% | +3.1% |
| 6M | +16.8% | -24.6% | +41.4% | +23.3% |
| YTD | +15.3% | -10.3% | +25.6% | +14.1% |
| 1Y | +31.0% | +61.5% | -30.5% | +5.9% |
| 3Y | +45.4% | -34.0% | +79.4% | +48.9% |
| All | +53.9% | -44.4% | +98.3% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling