+99.5%
U vs ALB
-16.8%
+116.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.2% |
| 7D | +36.6% | +9.1% | +27.5% | +32.6% |
| 30D | +13.3% | -3.4% | +16.7% | +14.8% |
| 3M | +26.2% | -20.6% | +46.8% | +36.3% |
| 6M | +88.7% | -48.2% | +136.9% | +135.4% |
| YTD | +16.6% | -29.2% | +45.8% | +25.9% |
| 1Y | +29.0% | +10.0% | +18.9% | +16.3% |
| 3Y | +99.5% | -12.9% | +112.4% | +78.2% |
| All | +99.5% | -16.8% | +116.3% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling