+1,027.6%
FIX vs ALB
-64.0%
+1,091.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | +9.4% | -5.8% | +15.2% | +11.1% |
| 30D | -27.8% | -4.5% | -23.2% | -27.2% |
| 3M | -35.6% | -28.1% | -7.5% | -30.3% |
| 6M | -45.2% | -53.2% | +8.0% | -33.9% |
| YTD | +19.5% | -33.3% | +52.8% | +29.6% |
| 1Y | +24.2% | -17.4% | +41.7% | +27.0% |
| 3Y | +494.2% | -14.1% | +508.3% | +447.9% |
| All | +1,027.6% | -64.0% | +1,091.5% | +1,143.4% |
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