+7.4%
O vs ALB
-64.0%
+71.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.6% |
| 7D | -0.4% | -5.8% | +5.4% | +0.1% |
| 30D | +7.1% | -4.5% | +11.7% | +7.4% |
| 3M | -5.2% | -28.1% | +22.8% | -2.9% |
| 6M | -1.8% | -53.2% | +51.4% | +4.0% |
| YTD | +9.1% | -33.3% | +42.4% | +11.0% |
| 1Y | +9.7% | -17.4% | +27.1% | +9.2% |
| 3Y | +39.1% | -14.1% | +53.3% | +33.7% |
| All | +7.4% | -64.0% | +71.3% | +12.8% |
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 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