+11.5%
RF vs ALB
-25.5%
+36.9%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | 0.0% |
| 7D | +1.3% | -8.1% | +9.4% | +1.4% |
| 30D | -3.6% | +6.3% | -9.9% | -3.7% |
| 3M | +8.1% | -23.6% | +31.7% | +9.3% |
| 6M | +11.5% | -24.6% | +36.1% | +10.9% |
| All | +11.5% | -25.5% | +36.9% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling