+57.8%
T vs ALB
-64.0%
+121.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +2.5% | -5.8% | +8.3% | +2.6% |
| 30D | -3.8% | -4.5% | +0.8% | -3.7% |
| 3M | -8.7% | -28.1% | +19.3% | -8.3% |
| 6M | -8.1% | -53.2% | +45.1% | -7.0% |
| YTD | -6.4% | -33.3% | +26.9% | -6.3% |
| 1Y | -9.8% | -17.4% | +7.7% | -10.2% |
| 3Y | +65.5% | -14.1% | +79.6% | +62.6% |
| All | +57.8% | -64.0% | +121.8% | +63.4% |
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