+617.4%
RF vs ALB
+2,835.3%
-2,217.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +1.6% |
| 7D | +1.3% | -8.1% | +9.4% | +4.4% |
| 30D | -3.6% | +6.3% | -9.9% | -6.3% |
| 3M | +8.1% | -23.6% | +31.7% | +17.6% |
| 6M | +11.5% | -24.6% | +36.1% | +19.4% |
| YTD | +15.6% | -10.3% | +25.8% | +13.7% |
| 1Y | +15.7% | +61.5% | -45.8% | -12.1% |
| 3Y | +86.9% | -34.0% | +120.9% | +79.7% |
| 5Y | +89.8% | -44.6% | +134.4% | +81.5% |
| 10Y | +344.7% | +76.1% | +268.6% | +127.9% |
| All | +617.4% | +2,835.3% | -2,217.9% | +74.8% |
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 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