+2,593.6%
NDAQ vs ALB
+817.6%
+1,776.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +0.8% | +9.1% | -8.2% | -1.9% |
| 30D | +16.5% | -3.4% | +19.9% | +17.4% |
| 3M | +13.5% | -20.6% | +34.1% | +20.7% |
| 6M | +20.9% | -48.2% | +69.1% | +45.2% |
| YTD | +11.4% | -29.2% | +40.6% | +17.4% |
| 1Y | +25.9% | +10.0% | +15.9% | +14.0% |
| 3Y | +119.9% | -12.9% | +132.8% | +87.7% |
| 5Y | +61.7% | -61.3% | +123.0% | +71.9% |
| 10Y | +481.6% | +35.8% | +445.8% | +197.3% |
| All | +2,593.6% | +817.6% | +1,776.0% | +421.8% |
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