+33.0%
ALB vs AR
+52.4%
-19.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.6% | -5.2% |
| 7D | +5.3% | -5.8% | +11.0% | +6.3% |
| 30D | -6.3% | +4.8% | -11.1% | -7.5% |
| 3M | -27.4% | +1.5% | -28.9% | -28.0% |
| 6M | -53.1% | +4.7% | -57.8% | -54.0% |
| YTD | -32.3% | +9.2% | -41.5% | -34.5% |
| 1Y | -7.3% | +11.2% | -18.5% | -10.8% |
| 3Y | -14.9% | +46.2% | -61.2% | -23.6% |
| 5Y | -62.0% | +98.1% | -160.1% | -68.4% |
| 10Y | +33.0% | +54.5% | -21.5% | +2.6% |
| All | +33.0% | +52.4% | -19.4% | +2.6% |
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