+7,880.3%
LOW vs ALB
+2,835.3%
+5,045.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.4% |
| 7D | -1.7% | -8.1% | +6.3% | +0.4% |
| 30D | -7.0% | +6.3% | -13.3% | -8.8% |
| 3M | -0.9% | -23.6% | +22.7% | +5.3% |
| 6M | -20.1% | -24.6% | +4.5% | -15.9% |
| YTD | -13.9% | -10.3% | -3.6% | -14.7% |
| 1Y | -21.1% | +61.5% | -82.6% | -34.8% |
| 3Y | -6.6% | -34.0% | +27.3% | -8.9% |
| 5Y | +9.4% | -44.6% | +53.9% | +5.5% |
| 10Y | +220.5% | +76.1% | +144.4% | +92.4% |
| All | +7,880.3% | +2,835.3% | +5,045.0% | +1,842.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling