+32.6%
XYZ vs ALB
-1.1%
+33.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +14.9% | +9.5% | +5.4% | +13.9% |
| 30D | +14.7% | -2.1% | +16.8% | +14.6% |
| 3M | +12.1% | -24.1% | +36.2% | +14.0% |
| 6M | +18.3% | -51.0% | +69.3% | +24.3% |
| YTD | +36.1% | -29.3% | +65.4% | +35.1% |
| All | +32.6% | -1.1% | +33.7% | +28.3% |
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