-56.8%
W vs ALB
-63.0%
+6.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.0% |
| 7D | -1.7% | -3.6% | +1.9% | +0.1% |
| 30D | +3.2% | -2.9% | +6.1% | +4.4% |
| 3M | +8.3% | -25.8% | +34.1% | +23.5% |
| 6M | +84.3% | -53.6% | +137.9% | +163.3% |
| YTD | +11.0% | -32.4% | +43.4% | +23.1% |
| 1Y | -0.2% | -13.0% | +12.8% | -4.9% |
| 3Y | +157.9% | -15.0% | +172.9% | +112.1% |
| 5Y | -56.8% | -63.5% | +6.7% | -43.4% |
| All | -56.8% | -63.0% | +6.2% | -43.4% |
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 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