+2,327.9%
NDAQ vs ALB
+1,063.6%
+1,264.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.6% | -0.5% |
| 7D | -2.4% | -8.1% | +5.6% | 0.0% |
| 30D | +2.5% | +6.3% | -3.8% | +0.1% |
| 3M | +9.9% | -23.6% | +33.5% | +18.2% |
| 6M | +9.4% | -24.6% | +34.0% | +16.0% |
| YTD | +0.4% | -10.3% | +10.7% | -1.0% |
| 1Y | +4.0% | +61.5% | -57.4% | -17.6% |
| 3Y | +94.4% | -34.0% | +128.4% | +86.6% |
| 5Y | +56.7% | -44.6% | +101.3% | +47.6% |
| 10Y | +375.3% | +76.1% | +299.2% | +124.0% |
| All | +2,327.9% | +1,063.6% | +1,264.3% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling