+35.0%
UL vs ALB
-13.4%
+48.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +0.9% |
| 7D | +0.3% | +9.5% | -9.2% | +0.2% |
| 30D | +7.0% | -2.1% | +9.1% | +7.0% |
| 3M | +5.8% | -24.1% | +29.9% | +6.0% |
| 6M | +16.1% | -51.0% | +67.1% | +17.0% |
| YTD | +4.5% | -29.3% | +33.8% | +4.3% |
| 1Y | -1.3% | +3.2% | -4.5% | -2.2% |
| 3Y | +35.0% | -9.3% | +44.3% | +32.4% |
| All | +35.0% | -13.4% | +48.4% | +32.4% |
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