+50.3%
TER vs ALB
-5.3%
+55.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.2% | +7.9% |
| 7D | +5.9% | +1.1% | +4.8% | +5.2% |
| 30D | -30.8% | -2.6% | -28.2% | -30.2% |
| 3M | -29.9% | -25.6% | -4.4% | -22.7% |
| 6M | -27.5% | -54.0% | +26.6% | -6.1% |
| YTD | +37.5% | -31.6% | +69.0% | +52.8% |
| 1Y | +50.3% | -6.6% | +56.8% | +59.3% |
| All | +50.3% | -5.3% | +55.6% | +59.3% |
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 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