+73.5%
XYZ vs ALB
-13.4%
+86.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +14.9% | +9.5% | +5.4% | +12.5% |
| 30D | +14.7% | -2.1% | +16.8% | +15.1% |
| 3M | +12.1% | -24.1% | +36.2% | +19.3% |
| 6M | +18.3% | -51.0% | +69.3% | +39.5% |
| YTD | +36.1% | -29.3% | +65.4% | +41.4% |
| 1Y | +35.3% | +3.2% | +32.1% | +24.9% |
| 3Y | +73.5% | -9.3% | +82.8% | +53.4% |
| All | +73.5% | -13.4% | +86.9% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling