+1,472.6%
XLK vs ALB
+1,790.1%
-317.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.2% | +2.0% |
| 7D | +0.9% | -8.1% | +8.9% | +3.2% |
| 30D | +0.7% | +6.3% | -5.5% | -1.4% |
| 3M | -2.9% | -23.6% | +20.6% | +4.2% |
| 6M | +34.3% | -24.6% | +58.9% | +42.8% |
| YTD | +30.4% | -10.3% | +40.7% | +30.3% |
| 1Y | +43.4% | +61.5% | -18.1% | +18.0% |
| 3Y | +116.8% | -34.0% | +150.8% | +113.3% |
| 5Y | +144.0% | -44.6% | +188.6% | +140.1% |
| 10Y | +778.8% | +76.1% | +702.7% | +422.5% |
| All | +1,472.6% | +1,790.1% | -317.5% | +307.4% |
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