-4.9%
IR vs ALB
+55.8%
-60.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.6% |
| 7D | -2.8% | -8.1% | +5.2% | -2.2% |
| 30D | -15.1% | +6.3% | -21.4% | -15.5% |
| 3M | +6.1% | -23.6% | +29.6% | +8.3% |
| 6M | -16.8% | -24.6% | +7.8% | -15.2% |
| YTD | -3.5% | -10.3% | +6.7% | -2.5% |
| All | -4.9% | +55.8% | -60.7% | -6.4% |
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