+58.4%
NDAQ vs ALB
-44.4%
+102.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.6% | -1.3% |
| 7D | -2.4% | -8.1% | +5.6% | -1.4% |
| 30D | +2.5% | +6.3% | -3.8% | +1.5% |
| 3M | +9.9% | -23.6% | +33.5% | +13.4% |
| 6M | +9.4% | -24.6% | +34.0% | +12.3% |
| YTD | +0.4% | -10.3% | +10.7% | -0.2% |
| 1Y | +4.0% | +61.5% | -57.4% | -6.3% |
| 3Y | +94.4% | -34.0% | +128.4% | +95.5% |
| All | +58.4% | -44.4% | +102.8% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling