+20.5%
XYZ vs ALB
+6.8%
+13.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | +12.1% | +9.1% | +3.1% | +11.4% |
| 30D | +12.4% | -3.4% | +15.8% | +12.3% |
| 3M | +8.2% | -20.6% | +28.8% | +9.3% |
| 6M | +20.7% | -48.2% | +68.8% | +24.9% |
| YTD | +31.3% | -29.2% | +60.6% | +31.9% |
| 1Y | +20.5% | +10.0% | +10.5% | +21.9% |
| All | +20.5% | +6.8% | +13.7% | +21.9% |
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 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