+26.5%
NDAQ vs ALB
-5.3%
+31.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | 0.0% | +1.1% | -1.1% | 0.0% |
| 30D | +16.3% | -2.6% | +18.9% | +16.3% |
| 3M | +15.8% | -25.6% | +41.4% | +16.2% |
| 6M | +24.8% | -54.0% | +78.9% | +26.1% |
| YTD | +14.1% | -31.6% | +45.6% | +14.1% |
| 1Y | +26.5% | -6.6% | +33.1% | +28.3% |
| All | +26.5% | -5.3% | +31.8% | +28.3% |
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