+566.1%
XYZ vs ALB
+34.2%
+531.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.6% |
| 7D | -2.1% | -3.6% | +1.5% | -0.6% |
| 30D | +7.0% | -2.9% | +9.9% | +8.2% |
| 3M | +5.1% | -25.8% | +30.9% | +18.0% |
| 6M | +14.1% | -53.6% | +67.6% | +53.9% |
| YTD | +26.4% | -32.4% | +58.8% | +38.3% |
| 1Y | +25.1% | -13.0% | +38.1% | +20.9% |
| 3Y | +59.7% | -15.0% | +74.7% | +34.2% |
| 5Y | -63.8% | -63.5% | -0.3% | -53.7% |
| All | +566.1% | +34.2% | +531.9% | +351.0% |
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