+163.6%
W vs ALB
+159.1%
+4.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +7.0% | +4.5% |
| 7D | -4.2% | -8.1% | +3.9% | -0.7% |
| 30D | -7.6% | +6.3% | -13.8% | -10.9% |
| 3M | +37.2% | -23.6% | +60.7% | +52.9% |
| 6M | +26.3% | -24.6% | +50.9% | +37.8% |
| YTD | -1.0% | -10.3% | +9.3% | -2.5% |
| 1Y | +20.1% | +61.5% | -41.4% | -14.1% |
| 3Y | +37.8% | -34.0% | +71.8% | +39.3% |
| 5Y | -63.7% | -44.6% | -19.1% | -60.6% |
| 10Y | +156.3% | +76.1% | +80.2% | +50.0% |
| All | +163.6% | +159.1% | +4.5% | +32.1% |
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