+5,289.3%
O vs ALB
+2,061.2%
+3,228.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +9.4% | -2.6% | +12.0% | +9.8% |
| 3M | -2.4% | -25.6% | +23.2% | +3.4% |
| 6M | -1.9% | -54.0% | +52.2% | +14.4% |
| YTD | +10.5% | -31.6% | +42.0% | +15.7% |
| 1Y | +10.0% | -6.6% | +16.5% | +6.9% |
| 3Y | +40.5% | -14.0% | +54.5% | +27.5% |
| 5Y | +10.2% | -62.5% | +72.8% | +15.9% |
| 10Y | +82.5% | +36.3% | +46.2% | +20.3% |
| All | +5,289.3% | +2,061.2% | +3,228.1% | +1,736.9% |
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