+40.9%
XYZ vs ALB
-34.0%
+74.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.4% |
| 7D | -1.0% | -8.1% | +7.1% | +1.1% |
| 30D | -1.7% | +6.3% | -8.0% | -3.6% |
| 3M | +16.7% | -23.6% | +40.3% | +24.2% |
| 6M | +26.9% | -24.6% | +51.5% | +33.3% |
| YTD | +27.1% | -10.3% | +37.4% | +25.1% |
| 1Y | +9.3% | +61.5% | -52.2% | -12.8% |
| All | +40.9% | -34.0% | +74.9% | +44.7% |
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