+14.8%
W vs ALB
+59.9%
-45.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | +6.5% | -4.4% | +10.9% | +7.2% |
| 30D | -6.2% | -1.2% | -5.0% | -6.3% |
| 3M | +48.9% | -13.3% | +62.2% | +51.4% |
| 6M | +31.2% | -19.8% | +51.0% | +32.4% |
| YTD | -0.4% | -7.9% | +7.5% | -2.5% |
| 1Y | +14.8% | +60.2% | -45.3% | +3.0% |
| All | +14.8% | +59.9% | -45.0% | +3.0% |
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