+199.8%
TER vs ALB
+60.9%
+138.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.9% | +6.9% |
| 7D | +0.6% | -8.1% | +8.6% | +3.3% |
| 30D | -8.3% | +6.3% | -14.6% | -11.1% |
| 3M | -12.2% | -23.6% | +11.3% | -4.8% |
| 6M | +17.0% | -24.6% | +41.6% | +25.0% |
| YTD | +84.6% | -10.3% | +94.9% | +88.3% |
| 1Y | +199.8% | +61.5% | +138.4% | +172.2% |
| All | +199.8% | +60.9% | +138.9% | +172.2% |
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 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