-68.4%
U vs ALB
-61.7%
-6.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.1% |
| 7D | +36.6% | +9.1% | +27.5% | +31.3% |
| 30D | +13.3% | -3.4% | +16.7% | +15.2% |
| 3M | +26.2% | -20.6% | +46.8% | +39.6% |
| 6M | +88.7% | -48.2% | +136.9% | +153.0% |
| YTD | +16.6% | -29.2% | +45.8% | +28.5% |
| 1Y | +29.0% | +10.0% | +18.9% | +11.8% |
| 3Y | +99.5% | -12.9% | +112.4% | +68.3% |
| All | -68.4% | -61.7% | -6.7% | -60.3% |
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