+570.0%
RF vs ALB
+2,194.2%
-1,624.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -3.5% |
| 7D | -1.6% | +5.5% | -7.1% | -3.7% |
| 30D | +5.0% | -7.5% | +12.5% | +7.7% |
| 3M | -10.0% | -16.9% | +7.0% | -4.8% |
| 6M | +3.3% | -49.2% | +52.5% | +29.5% |
| YTD | +7.9% | -29.9% | +37.8% | +15.5% |
| 1Y | +21.2% | +8.2% | +13.0% | +8.6% |
| 3Y | +105.8% | -19.4% | +125.2% | +79.5% |
| 5Y | +43.7% | -61.6% | +105.4% | +58.6% |
| 10Y | +289.4% | +34.6% | +254.8% | +119.9% |
| All | +570.0% | +2,194.2% | -1,624.3% | +77.6% |
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