+13,444.1%
GOOG vs ALB
+980.6%
+12,463.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.1% |
| 7D | -2.1% | -8.1% | +5.9% | 0.0% |
| 30D | -6.8% | +6.3% | -13.1% | -8.6% |
| 3M | -9.1% | -23.6% | +14.5% | -3.2% |
| 6M | +10.7% | -24.6% | +35.3% | +16.7% |
| YTD | +7.1% | -10.3% | +17.3% | +6.3% |
| 1Y | +44.6% | +61.5% | -16.8% | +19.9% |
| 3Y | +147.4% | -34.0% | +181.4% | +142.5% |
| 5Y | +133.8% | -44.6% | +178.4% | +128.5% |
| 10Y | +777.5% | +76.1% | +701.4% | +415.9% |
| All | +13,444.1% | +980.6% | +12,463.5% | +3,901.3% |
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