+11,715.7%
GOOG vs ALB
+703.1%
+11,012.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +3.0% | -5.8% | +8.8% | +4.6% |
| 30D | -14.9% | -4.5% | -10.3% | -13.9% |
| 3M | -14.9% | -28.1% | +13.2% | -7.8% |
| 6M | -26.6% | -53.2% | +26.6% | -11.6% |
| YTD | -6.6% | -33.3% | +26.7% | -0.2% |
| 1Y | +5.1% | -17.4% | +22.5% | +5.5% |
| 3Y | +121.0% | -14.1% | +135.1% | +97.9% |
| 5Y | +97.3% | -64.0% | +161.4% | +117.6% |
| 10Y | +683.2% | +32.8% | +650.4% | +394.7% |
| All | +11,715.7% | +703.1% | +11,012.6% | +3,659.5% |
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