+1,472.8%
GE vs ALB
+2,214.8%
-741.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.4% |
| 7D | +7.1% | +9.1% | -2.0% | +4.3% |
| 30D | +6.5% | -3.4% | +9.9% | +7.3% |
| 3M | -13.6% | -20.6% | +7.0% | -8.3% |
| 6M | +6.0% | -48.2% | +54.2% | +26.5% |
| YTD | +5.4% | -29.2% | +34.6% | +11.3% |
| 1Y | +6.5% | +10.0% | -3.5% | -2.5% |
| 3Y | +268.6% | -12.9% | +281.5% | +221.2% |
| 5Y | +389.0% | -61.3% | +450.3% | +424.7% |
| 10Y | +163.3% | +35.8% | +127.5% | +65.9% |
| All | +1,472.8% | +2,214.8% | -741.9% | +337.3% |
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