-54.2%
W vs ALB
-61.7%
+7.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | -3.6% | +9.1% | -12.7% | -7.7% |
| 30D | +7.0% | -3.4% | +10.4% | +8.4% |
| 3M | +7.4% | -20.6% | +28.0% | +18.3% |
| 6M | +69.3% | -48.2% | +117.5% | +128.4% |
| YTD | +11.3% | -29.2% | +40.5% | +20.6% |
| 1Y | +13.2% | +10.0% | +3.2% | -5.3% |
| 3Y | +142.0% | -12.9% | +154.9% | +97.5% |
| All | -54.2% | -61.7% | +7.5% | -38.9% |
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