+72.2%
V vs ALB
-44.4%
+116.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | -0.6% |
| 7D | -1.7% | -8.1% | +6.4% | -0.9% |
| 30D | +2.0% | +6.3% | -4.3% | +1.3% |
| 3M | +17.4% | -23.6% | +40.9% | +20.1% |
| 6M | +17.5% | -24.6% | +42.1% | +19.8% |
| YTD | +7.6% | -10.3% | +17.9% | +6.9% |
| 1Y | +7.7% | +61.5% | -53.7% | -1.0% |
| 3Y | +54.7% | -34.0% | +88.6% | +55.4% |
| All | +72.2% | -44.4% | +116.6% | +69.3% |
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