+14.9%
O vs ALB
-44.4%
+59.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.5% |
| 7D | -0.7% | -8.1% | +7.3% | -0.1% |
| 30D | -1.9% | +6.3% | -8.1% | -2.4% |
| 3M | +3.8% | -23.6% | +27.4% | +5.8% |
| 6M | -4.7% | -24.6% | +19.9% | -3.2% |
| YTD | +12.5% | -10.3% | +22.7% | +12.0% |
| 1Y | +10.8% | +61.5% | -50.6% | +3.6% |
| 3Y | +28.8% | -34.0% | +62.8% | +29.8% |
| All | +14.9% | -44.4% | +59.3% | +15.0% |
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