+53.4%
T vs ALB
-61.7%
+115.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | +1.0% | +9.1% | -8.0% | +0.9% |
| 30D | -10.6% | -3.4% | -7.2% | -10.6% |
| 3M | -7.7% | -20.6% | +12.9% | -7.5% |
| 6M | -13.3% | -48.2% | +34.9% | -12.4% |
| YTD | -8.8% | -29.2% | +20.5% | -8.7% |
| 1Y | -8.4% | +10.0% | -18.4% | -9.6% |
| 3Y | +59.6% | -12.9% | +72.5% | +57.3% |
| All | +53.4% | -61.7% | +115.2% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling