+62.6%
NDAQ vs ALB
-61.7%
+124.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +0.8% | +9.1% | -8.2% | -0.2% |
| 30D | +16.5% | -3.4% | +19.9% | +16.9% |
| 3M | +13.5% | -20.6% | +34.1% | +16.4% |
| 6M | +20.9% | -48.2% | +69.1% | +30.5% |
| YTD | +11.4% | -29.2% | +40.6% | +13.8% |
| 1Y | +25.9% | +10.0% | +15.9% | +20.2% |
| 3Y | +119.9% | -12.9% | +132.8% | +104.3% |
| All | +62.6% | -61.7% | +124.4% | +80.1% |
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