+71.7%
TER vs ALB
-64.0%
+135.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.9% |
| 7D | +14.4% | -5.8% | +20.1% | +16.9% |
| 30D | -30.6% | -4.5% | -26.0% | -29.5% |
| 3M | -39.2% | -28.1% | -11.1% | -31.8% |
| 6M | -31.3% | -53.2% | +21.9% | -9.6% |
| YTD | +29.1% | -33.3% | +62.4% | +45.6% |
| 1Y | +47.4% | -17.4% | +64.9% | +53.1% |
| 3Y | +191.2% | -14.1% | +205.4% | +162.4% |
| All | +71.7% | -64.0% | +135.6% | +109.8% |
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