+894.6%
FIX vs ALB
-61.8%
+956.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +3.6% | -15.2% | -12.5% |
| 7D | -27.2% | +5.5% | -32.7% | -28.5% |
| 30D | -46.9% | -7.5% | -39.4% | -46.0% |
| 3M | -44.4% | -16.9% | -27.5% | -42.3% |
| 6M | -50.9% | -49.2% | -1.7% | -42.0% |
| YTD | +3.5% | -29.9% | +33.4% | +10.8% |
| 1Y | -2.1% | +8.2% | -10.3% | -7.0% |
| 3Y | +418.7% | -19.4% | +438.2% | +388.4% |
| 5Y | +894.6% | -61.6% | +956.2% | +987.0% |
| All | +894.6% | -61.8% | +956.4% | +987.0% |
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