+1,331.5%
XLK vs ALB
+1,304.6%
+26.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | +3.4% | -5.8% | +9.1% | +5.1% |
| 30D | -10.6% | -4.5% | -6.0% | -9.6% |
| 3M | -10.6% | -28.1% | +17.4% | -2.5% |
| 6M | -3.5% | -53.2% | +49.7% | +18.6% |
| YTD | +18.7% | -33.3% | +52.0% | +28.7% |
| 1Y | +19.4% | -17.4% | +36.9% | +21.0% |
| 3Y | +94.5% | -14.1% | +108.6% | +74.6% |
| 5Y | +111.2% | -64.0% | +175.2% | +136.3% |
| 10Y | +707.2% | +32.8% | +674.4% | +419.2% |
| All | +1,331.5% | +1,304.6% | +26.9% | +302.2% |
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