+87.5%
U vs ALB
-14.4%
+102.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +5.7% |
| 7D | +2.6% | -5.8% | +8.3% | +4.7% |
| 30D | +27.6% | -4.5% | +32.1% | +29.7% |
| 3M | +15.3% | -28.1% | +43.4% | +28.9% |
| 6M | +96.4% | -53.2% | +149.6% | +154.0% |
| YTD | +19.6% | -33.3% | +52.9% | +31.8% |
| 1Y | +42.1% | -17.4% | +59.5% | +43.8% |
| 3Y | +87.5% | -14.1% | +101.7% | +66.7% |
| All | +87.5% | -14.4% | +102.0% | +66.7% |
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