+24.3%
W vs ALB
+4.7%
+19.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.3% | +5.7% | +9.9% |
| 7D | +8.4% | -2.1% | +10.4% | +8.7% |
| 30D | +16.5% | -9.0% | +25.5% | +18.5% |
| 3M | +6.4% | -21.1% | +27.6% | +10.5% |
| 6M | +90.5% | -49.9% | +140.4% | +114.7% |
| YTD | +23.1% | -32.3% | +55.3% | +22.0% |
| 1Y | +24.3% | +8.6% | +15.7% | -3.4% |
| All | +24.3% | +4.7% | +19.5% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling