-15.1%
F vs ALB
-62.4%
+47.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -0.6% | +9.5% | -10.1% | -3.1% |
| 30D | +2.9% | -2.1% | +5.0% | +3.3% |
| 3M | -9.5% | -24.1% | +14.7% | -2.9% |
| 6M | +4.0% | -51.0% | +55.0% | +25.1% |
| YTD | -1.3% | -29.3% | +28.1% | +3.9% |
| 1Y | -1.9% | +3.2% | -5.1% | -8.8% |
| 3Y | +53.5% | -9.3% | +62.8% | +34.1% |
| 5Y | -15.1% | -61.6% | +46.5% | -0.4% |
| All | -15.1% | -62.4% | +47.2% | -0.4% |
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 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