+116.8%
NDAQ vs ALB
-14.4%
+131.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +1.3% | -5.8% | +7.0% | +1.7% |
| 30D | +18.0% | -4.5% | +22.5% | +18.3% |
| 3M | +11.5% | -28.1% | +39.6% | +14.2% |
| 6M | +21.1% | -53.2% | +74.3% | +28.3% |
| YTD | +12.8% | -33.3% | +46.1% | +14.7% |
| 1Y | +25.7% | -17.4% | +43.1% | +24.9% |
| 3Y | +116.8% | -14.1% | +130.9% | +104.1% |
| All | +116.8% | -14.4% | +131.3% | +104.1% |
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