+42.1%
RF vs ALB
-61.7%
+103.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.5% |
| 7D | -0.9% | +9.1% | -10.0% | -2.7% |
| 30D | +6.0% | -3.4% | +9.4% | +6.6% |
| 3M | -8.9% | -20.6% | +11.7% | -4.9% |
| 6M | +2.3% | -48.2% | +50.5% | +16.4% |
| YTD | +7.6% | -29.2% | +36.8% | +11.5% |
| 1Y | +21.2% | +10.0% | +11.2% | +12.0% |
| 3Y | +108.5% | -12.9% | +121.4% | +87.4% |
| All | +42.1% | -61.7% | +103.9% | +58.4% |
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