-16.8%
IR vs ALB
-25.5%
+8.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.7% |
| 7D | -2.8% | -8.1% | +5.2% | -2.1% |
| 30D | -15.1% | +6.3% | -21.4% | -15.7% |
| 3M | +6.1% | -23.6% | +29.6% | +9.6% |
| 6M | -16.8% | -24.6% | +7.8% | -16.8% |
| All | -16.8% | -25.5% | +8.7% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling