-69.4%
U vs ALB
-44.4%
-25.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | +1.2% |
| 7D | -3.8% | -8.1% | +4.3% | 0.0% |
| 30D | +17.5% | +6.3% | +11.2% | +13.8% |
| 3M | +38.7% | -23.6% | +62.3% | +56.0% |
| 6M | +104.4% | -24.6% | +129.0% | +125.5% |
| YTD | -5.7% | -10.3% | +4.6% | -6.8% |
| 1Y | +3.7% | +61.5% | -57.8% | -27.0% |
| 3Y | +12.3% | -34.0% | +46.3% | +21.1% |
| All | -69.4% | -44.4% | -25.0% | -66.3% |
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