-7.2%
T vs ALB
+59.9%
-67.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.1% |
| 7D | -1.5% | -4.4% | +2.9% | -1.8% |
| 30D | +7.6% | -1.2% | +8.8% | +7.6% |
| 3M | +15.3% | -13.3% | +28.6% | +14.7% |
| 6M | -8.5% | -19.8% | +11.3% | -8.6% |
| YTD | +6.8% | -7.9% | +14.7% | +7.5% |
| 1Y | -7.2% | +60.2% | -67.4% | -0.1% |
| All | -7.2% | +59.9% | -67.1% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling