+33.9%
TER vs ALB
-1.1%
+35.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.1% | +12.9% | +12.8% |
| 7D | -5.8% | +9.5% | -15.2% | -9.3% |
| 30D | -38.9% | -2.1% | -36.8% | -38.5% |
| 3M | -35.1% | -24.1% | -11.0% | -28.9% |
| 6M | -31.6% | -51.0% | +19.4% | -13.2% |
| YTD | +27.2% | -29.3% | +56.6% | +39.4% |
| All | +33.9% | -1.1% | +35.0% | +39.4% |
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 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