+2,926.4%
V vs ALB
+350.3%
+2,576.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | +0.1% |
| 7D | -1.7% | -8.1% | +6.4% | +0.3% |
| 30D | +2.0% | +6.3% | -4.3% | +0.1% |
| 3M | +17.4% | -23.6% | +40.9% | +24.2% |
| 6M | +17.5% | -24.6% | +42.1% | +23.1% |
| YTD | +7.6% | -10.3% | +17.9% | +6.3% |
| 1Y | +7.7% | +61.5% | -53.7% | -10.9% |
| 3Y | +54.7% | -34.0% | +88.6% | +50.5% |
| 5Y | +73.0% | -44.6% | +117.6% | +64.9% |
| 10Y | +390.9% | +76.1% | +314.8% | +164.5% |
| All | +2,926.4% | +350.3% | +2,576.1% | +865.4% |
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 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