+37.4%
XLK vs ALB
+72.3%
-34.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | -0.4% | -7.6% | +7.2% | +0.8% |
| 30D | -0.5% | -5.6% | +5.1% | +0.2% |
| 3M | +5.0% | -16.8% | +21.8% | +7.4% |
| 6M | +32.9% | -26.3% | +59.2% | +36.8% |
| YTD | +29.0% | -13.2% | +42.2% | +29.5% |
| All | +37.4% | +72.3% | -34.9% | +28.8% |
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