+3,310.4%
V vs ALB
+255.1%
+3,055.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.2% | +9.1% | -6.9% | 0.0% |
| 30D | +13.6% | -3.4% | +17.0% | +14.3% |
| 3M | +14.3% | -20.6% | +34.9% | +19.9% |
| 6M | +33.1% | -48.2% | +81.3% | +53.8% |
| YTD | +21.2% | -29.2% | +50.5% | +26.2% |
| 1Y | +26.4% | +10.0% | +16.4% | +16.4% |
| 3Y | +77.6% | -12.9% | +90.5% | +55.9% |
| 5Y | +102.6% | -61.3% | +163.9% | +113.2% |
| 10Y | +464.4% | +35.8% | +428.6% | +224.0% |
| All | +3,310.4% | +255.1% | +3,055.2% | +1,046.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling