-63.7%
XYZ vs ALB
-64.0%
+0.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.4% |
| 7D | -1.1% | -5.8% | +4.7% | +1.3% |
| 30D | +11.5% | -4.5% | +16.0% | +13.4% |
| 3M | +1.8% | -28.1% | +29.9% | +15.0% |
| 6M | +21.2% | -53.2% | +74.4% | +61.1% |
| YTD | +29.9% | -33.3% | +63.3% | +41.6% |
| 1Y | +35.8% | -17.4% | +53.2% | +33.0% |
| 3Y | +62.6% | -14.1% | +76.7% | +31.4% |
| All | -63.7% | -64.0% | +0.3% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling