+44.1%
IR vs ALB
-61.7%
+105.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +3.7% | +9.1% | -5.4% | +1.8% |
| 30D | +7.4% | -3.4% | +10.9% | +8.0% |
| 3M | -5.9% | -20.6% | +14.7% | -1.8% |
| 6M | +5.6% | -48.2% | +53.7% | +19.8% |
| YTD | +4.8% | -29.2% | +34.1% | +9.3% |
| 1Y | +6.9% | +10.0% | -3.1% | +0.2% |
| 3Y | +27.6% | -12.9% | +40.5% | +15.4% |
| All | +44.1% | -61.7% | +105.9% | +56.0% |
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