+5,241.4%
O vs ALB
+2,135.0%
+3,106.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +3.7% | +9.1% | -5.4% | +1.8% |
| 30D | +11.2% | -3.4% | +14.6% | +11.8% |
| 3M | -4.0% | -20.6% | +16.6% | +0.3% |
| 6M | -5.2% | -48.2% | +42.9% | +7.6% |
| YTD | +9.5% | -29.2% | +38.7% | +13.9% |
| 1Y | +10.6% | +10.0% | +0.6% | +3.6% |
| 3Y | +38.1% | -12.9% | +51.0% | +25.1% |
| 5Y | +10.2% | -61.3% | +71.5% | +15.2% |
| 10Y | +71.4% | +35.8% | +35.6% | +13.4% |
| All | +5,241.4% | +2,135.0% | +3,106.3% | +1,708.1% |
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 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