+28.1%
XYZ vs ALB
-5.3%
+33.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.9% | -3.0% |
| 7D | +12.6% | +5.3% | +7.3% | +12.1% |
| 30D | +10.8% | -6.3% | +17.1% | +11.2% |
| 3M | +8.4% | -27.4% | +35.8% | +10.6% |
| 6M | +14.3% | -53.1% | +67.4% | +20.6% |
| YTD | +31.5% | -32.3% | +63.8% | +31.1% |
| 1Y | +28.1% | -7.3% | +35.4% | +24.5% |
| All | +28.1% | -5.3% | +33.4% | +24.5% |
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