+54.6%
TER vs ALB
-61.7%
+116.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | -20.5% | +9.1% | -29.5% | -23.4% |
| 30D | -47.0% | -3.4% | -43.6% | -46.4% |
| 3M | -43.3% | -20.6% | -22.7% | -38.8% |
| 6M | -42.9% | -48.2% | +5.3% | -27.8% |
| YTD | +12.9% | -29.2% | +42.1% | +24.6% |
| 1Y | +18.2% | +10.0% | +8.2% | +9.7% |
| 3Y | +151.8% | -12.9% | +164.7% | +126.3% |
| All | +54.6% | -61.7% | +116.3% | +87.3% |
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 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