+7,433.0%
FIX vs ALB
+1,509.5%
+5,923.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +3.6% | -15.2% | -12.8% |
| 7D | -27.2% | +5.5% | -32.7% | -28.9% |
| 30D | -46.9% | -7.5% | -39.4% | -45.8% |
| 3M | -44.4% | -16.9% | -27.5% | -41.6% |
| 6M | -50.9% | -49.2% | -1.7% | -39.0% |
| YTD | +3.5% | -29.9% | +33.4% | +12.7% |
| 1Y | -2.1% | +8.2% | -10.3% | -9.2% |
| 3Y | +418.7% | -19.4% | +438.2% | +376.1% |
| 5Y | +894.6% | -61.6% | +956.2% | +1,022.0% |
| 10Y | +3,465.5% | +34.6% | +3,430.9% | +2,133.4% |
| All | +7,433.0% | +1,509.5% | +5,923.5% | +2,392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling