+12,471.5%
FIX vs ALB
+1,959.2%
+10,512.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.4% | +3.4% |
| 7D | +6.0% | -8.1% | +14.1% | +9.0% |
| 30D | -7.2% | +6.3% | -13.5% | -9.7% |
| 3M | -15.9% | -23.6% | +7.7% | -8.2% |
| 6M | +12.7% | -24.6% | +37.4% | +22.2% |
| YTD | +72.8% | -10.3% | +83.1% | +74.4% |
| 1Y | +122.9% | +61.5% | +61.4% | +80.0% |
| 3Y | +774.3% | -34.0% | +808.3% | +772.6% |
| 5Y | +2,049.5% | -44.6% | +2,094.1% | +2,041.0% |
| 10Y | +5,821.5% | +76.1% | +5,745.4% | +3,304.9% |
| All | +12,471.5% | +1,959.2% | +10,512.3% | +3,757.3% |
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 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