+46.8%
IR vs ALB
-63.0%
+109.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +4.2% | -3.6% | +7.8% | +5.0% |
| 30D | +8.1% | -2.9% | +10.9% | +8.5% |
| 3M | +0.7% | -25.8% | +26.5% | +6.6% |
| 6M | +16.6% | -53.6% | +70.2% | +35.5% |
| YTD | +7.8% | -32.4% | +40.1% | +13.3% |
| 1Y | +9.9% | -13.0% | +22.9% | +8.7% |
| 3Y | +25.2% | -15.0% | +40.2% | +13.6% |
| 5Y | +46.8% | -63.5% | +110.3% | +59.7% |
| All | +46.8% | -63.0% | +109.8% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling