+40.6%
ALB vs AR
+57.2%
-16.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -3.6% | +6.4% | -10.0% | -4.8% |
| 30D | -2.9% | +3.1% | -6.0% | -3.8% |
| 3M | -25.8% | +3.3% | -29.1% | -26.7% |
| 6M | -53.6% | +6.6% | -60.1% | -54.6% |
| YTD | -32.4% | +12.3% | -44.7% | -34.9% |
| 1Y | -13.0% | +12.3% | -25.4% | -16.5% |
| 3Y | -15.0% | +50.4% | -65.4% | -24.1% |
| 5Y | -63.5% | +101.0% | -164.5% | -69.7% |
| All | +40.6% | +57.2% | -16.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling