+8.1%
GE vs ALB
-1.1%
+9.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +6.3% | +9.5% | -3.2% | +5.8% |
| 30D | +8.9% | -2.1% | +11.0% | +8.9% |
| 3M | -9.2% | -24.1% | +14.9% | -8.3% |
| 6M | +13.2% | -51.0% | +64.2% | +15.7% |
| YTD | +9.4% | -29.3% | +38.7% | +8.7% |
| All | +8.1% | -1.1% | +9.3% | +6.6% |
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