+140.7%
GOOG vs ALB
-29.2%
+169.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.7% |
| 7D | -1.6% | -8.6% | +7.0% | -0.5% |
| 30D | -7.7% | -4.0% | -3.6% | -7.3% |
| 3M | -9.3% | -17.4% | +8.1% | -7.4% |
| 6M | +7.4% | -25.4% | +32.8% | +10.4% |
| YTD | +4.9% | -10.5% | +15.4% | +4.4% |
| 1Y | +37.2% | +75.8% | -38.6% | +22.9% |
| All | +140.7% | -29.2% | +169.9% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling