+21.9%
FIX vs ALB
-5.3%
+27.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.8% |
| 7D | +6.4% | +1.1% | +5.4% | +6.1% |
| 30D | -29.1% | -2.6% | -26.5% | -28.8% |
| 3M | -31.1% | -25.6% | -5.6% | -26.1% |
| 6M | -42.8% | -54.0% | +11.2% | -31.4% |
| YTD | +24.6% | -31.6% | +56.2% | +36.3% |
| 1Y | +21.9% | -6.6% | +28.5% | +32.3% |
| All | +21.9% | -5.3% | +27.2% | +32.3% |
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