+8.6%
MSFT vs ALB
-1.1%
+9.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | +7.5% | +9.5% | -1.9% | +6.8% |
| 30D | +1.9% | -2.1% | +4.0% | +1.9% |
| 3M | +9.2% | -24.1% | +33.4% | +10.7% |
| 6M | +31.9% | -51.0% | +82.9% | +35.9% |
| YTD | +13.4% | -29.3% | +42.8% | +13.2% |
| All | +8.6% | -1.1% | +9.8% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling