+543.0%
XYZ vs ALB
+126.7%
+416.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -5.5% |
| 7D | +9.2% | +5.5% | +3.7% | +7.0% |
| 30D | +9.8% | -7.5% | +17.3% | +13.1% |
| 3M | -0.2% | -16.9% | +16.8% | +6.3% |
| 6M | +18.0% | -49.2% | +67.2% | +52.0% |
| YTD | +29.1% | -29.9% | +59.0% | +39.0% |
| 1Y | +14.1% | +8.2% | +5.9% | -0.1% |
| 3Y | +72.6% | -19.4% | +92.1% | +50.8% |
| 5Y | -64.6% | -61.6% | -3.0% | -56.1% |
| 10Y | +590.0% | +34.6% | +555.4% | +371.5% |
| All | +543.0% | +126.7% | +416.3% | +306.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling