+584.6%
RF vs ALB
+2,114.9%
-1,530.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | -0.5% |
| 7D | +2.3% | -2.1% | +4.3% | +2.9% |
| 30D | +7.2% | -9.0% | +16.2% | +10.7% |
| 3M | -8.2% | -21.1% | +12.9% | -1.0% |
| 6M | +7.0% | -49.9% | +56.9% | +34.9% |
| YTD | +10.3% | -32.3% | +42.6% | +19.7% |
| 1Y | +25.1% | +8.6% | +16.5% | +11.8% |
| 3Y | +110.3% | -22.2% | +132.5% | +85.9% |
| 5Y | +47.1% | -63.0% | +110.1% | +64.6% |
| 10Y | +297.9% | +29.9% | +268.0% | +127.7% |
| All | +584.6% | +2,114.9% | -1,530.3% | +84.0% |
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