+94.4%
MO vs ALB
-27.5%
+121.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.0% |
| 7D | -2.0% | -4.4% | +2.4% | -2.0% |
| 30D | -0.3% | -1.2% | +0.9% | -0.3% |
| 3M | -2.9% | -13.3% | +10.4% | -2.8% |
| 6M | +5.8% | -19.8% | +25.5% | +5.8% |
| YTD | +22.0% | -7.9% | +29.9% | +21.8% |
| 1Y | +10.7% | +60.2% | -49.5% | +9.3% |
| 3Y | +94.4% | -26.4% | +120.8% | +100.0% |
| All | +94.4% | -27.5% | +121.8% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling