+1,189.7%
T vs ALB
+2,835.3%
-1,645.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.2% |
| 7D | -1.3% | -8.1% | +6.8% | +0.1% |
| 30D | +11.4% | +6.3% | +5.1% | +10.1% |
| 3M | +14.3% | -23.6% | +37.9% | +18.8% |
| 6M | -9.3% | -24.6% | +15.4% | -6.3% |
| YTD | +7.1% | -10.3% | +17.4% | +6.3% |
| 1Y | -9.1% | +61.5% | -70.6% | -19.8% |
| 3Y | +105.3% | -34.0% | +139.3% | +101.1% |
| 5Y | +66.8% | -44.6% | +111.4% | +60.7% |
| 10Y | +66.8% | +76.1% | -9.3% | +13.1% |
| All | +1,189.7% | +2,835.3% | -1,645.6% | +375.3% |
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