+196.2%
W vs ALB
+104.3%
+91.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -3.6% | +9.1% | -12.7% | -7.3% |
| 30D | +7.0% | -3.4% | +10.4% | +8.3% |
| 3M | +7.4% | -20.6% | +28.0% | +17.5% |
| 6M | +69.3% | -48.2% | +117.5% | +122.7% |
| YTD | +11.3% | -29.2% | +40.5% | +21.1% |
| 1Y | +13.2% | +10.0% | +3.2% | -1.4% |
| 3Y | +142.0% | -12.9% | +154.9% | +111.6% |
| 5Y | -54.6% | -61.3% | +6.7% | -42.7% |
| 10Y | +243.7% | +35.8% | +207.9% | +123.9% |
| All | +196.2% | +104.3% | +91.9% | +64.1% |
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