+76.8%
V vs ALB
-13.2%
+90.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.6% |
| 7D | +0.8% | +5.3% | -4.5% | +0.6% |
| 30D | +9.9% | -6.3% | +16.2% | +10.2% |
| 3M | +17.5% | -27.4% | +44.9% | +19.1% |
| 6M | +33.5% | -53.1% | +86.5% | +38.4% |
| YTD | +21.6% | -32.3% | +53.9% | +22.4% |
| 1Y | +27.6% | -7.3% | +34.9% | +25.5% |
| All | +76.8% | -13.2% | +90.0% | +66.4% |
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