+2,417.1%
MSCI vs ALB
+287.0%
+2,130.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +1.1% |
| 7D | +0.4% | -8.1% | +8.5% | +2.8% |
| 30D | +0.6% | +6.3% | -5.7% | -1.7% |
| 3M | -7.1% | -23.6% | +16.5% | -0.4% |
| 6M | +0.8% | -24.6% | +25.4% | +6.7% |
| YTD | +1.0% | -10.3% | +11.3% | -0.8% |
| 1Y | +4.3% | +61.5% | -57.1% | -17.5% |
| 3Y | +9.9% | -34.0% | +43.9% | +6.0% |
| 5Y | -6.8% | -44.6% | +37.8% | -9.6% |
| 10Y | +614.7% | +76.1% | +538.6% | +252.1% |
| All | +2,417.1% | +287.0% | +2,130.2% | +520.6% |
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