+599.5%
XYZ vs ALB
+33.3%
+566.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | +12.1% | +9.1% | +3.1% | +8.3% |
| 30D | +12.4% | -3.4% | +15.8% | +13.8% |
| 3M | +8.2% | -20.6% | +28.8% | +17.9% |
| 6M | +20.7% | -48.2% | +68.8% | +55.2% |
| YTD | +31.3% | -29.2% | +60.6% | +41.0% |
| 1Y | +20.5% | +10.0% | +10.5% | +4.2% |
| 3Y | +72.6% | -12.9% | +85.5% | +44.0% |
| 5Y | -64.0% | -61.3% | -2.7% | -55.2% |
| All | +599.5% | +33.3% | +566.2% | +386.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling