+8,486.3%
TPR vs ALB
+1,340.4%
+7,146.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.5% | +5.6% |
| 7D | +13.9% | +5.5% | +8.4% | +11.4% |
| 30D | +14.9% | -7.5% | +22.4% | +18.5% |
| 3M | -15.4% | -16.9% | +1.6% | -9.8% |
| 6M | -4.5% | -49.2% | +44.7% | +23.8% |
| YTD | +6.0% | -29.9% | +35.9% | +14.1% |
| 1Y | +24.3% | +8.2% | +16.1% | +9.1% |
| 3Y | +412.8% | -19.4% | +432.2% | +329.4% |
| 5Y | +258.4% | -61.6% | +320.1% | +298.0% |
| 10Y | +396.8% | +34.6% | +362.2% | +147.7% |
| All | +8,486.3% | +1,340.4% | +7,146.0% | +810.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling