+12.6%
IR vs ALB
-1.1%
+13.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +5.0% | +9.5% | -4.4% | +4.1% |
| 30D | +10.3% | -2.1% | +12.4% | +10.5% |
| 3M | -0.1% | -24.1% | +24.1% | +2.4% |
| 6M | +14.8% | -51.0% | +65.8% | +23.1% |
| YTD | +9.7% | -29.3% | +39.1% | +13.3% |
| All | +12.6% | -1.1% | +13.7% | +16.1% |
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