+533.2%
XYZ vs ALB
+190.0%
+343.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +1.1% |
| 7D | -1.0% | -8.1% | +7.1% | +2.4% |
| 30D | -1.7% | +6.3% | -8.0% | -4.7% |
| 3M | +16.7% | -23.6% | +40.3% | +28.3% |
| 6M | +26.9% | -24.6% | +51.5% | +36.8% |
| YTD | +27.1% | -10.3% | +37.4% | +24.6% |
| 1Y | +9.3% | +61.5% | -52.2% | -20.4% |
| 3Y | +42.3% | -34.0% | +76.2% | +41.7% |
| 5Y | -69.3% | -44.6% | -24.7% | -67.1% |
| 10Y | +586.8% | +76.1% | +510.7% | +325.2% |
| All | +533.2% | +190.0% | +343.2% | +264.4% |
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 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