+25.8%
UL vs ALB
-29.2%
+55.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | 0.0% |
| 7D | -1.3% | -8.1% | +6.7% | -1.3% |
| 30D | +0.5% | +6.3% | -5.8% | +0.5% |
| 3M | +17.6% | -23.6% | +41.2% | +18.0% |
| 6M | -5.4% | -24.6% | +19.2% | -5.3% |
| YTD | +0.7% | -10.3% | +11.0% | +0.4% |
| 1Y | -9.3% | +61.5% | -70.7% | -10.7% |
| All | +25.8% | -29.2% | +55.0% | +26.3% |
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 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