+56.4%
V vs ALB
-34.0%
+90.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | -0.7% |
| 7D | -1.7% | -8.1% | +6.4% | -1.3% |
| 30D | +2.0% | +6.3% | -4.3% | +1.6% |
| 3M | +17.4% | -23.6% | +40.9% | +18.9% |
| 6M | +17.5% | -24.6% | +42.1% | +18.8% |
| YTD | +7.6% | -10.3% | +17.9% | +7.0% |
| 1Y | +7.7% | +61.5% | -53.7% | +1.9% |
| All | +56.4% | -34.0% | +90.4% | +52.1% |
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