-14.1%
ALB vs AGI
+127.5%
-141.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -5.8% | -10.1% | +4.4% | -2.6% |
| 30D | -4.5% | -6.5% | +2.0% | -2.7% |
| 3M | -28.1% | -12.8% | -15.3% | -25.4% |
| 6M | -53.2% | -34.3% | -18.9% | -47.5% |
| YTD | -33.3% | -25.6% | -7.7% | -28.4% |
| 1Y | -17.4% | -14.2% | -3.2% | -14.3% |
| 3Y | -14.1% | +127.3% | -141.4% | -41.4% |
| All | -14.1% | +127.5% | -141.6% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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