+38.6%
ALB vs AR
+57.4%
-18.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.8% | +7.4% | -13.1% | -7.2% |
| 30D | -4.5% | +5.8% | -10.3% | -5.9% |
| 3M | -28.1% | +5.2% | -33.3% | -29.1% |
| 6M | -53.2% | +5.4% | -58.6% | -54.1% |
| YTD | -33.3% | +12.4% | -45.7% | -35.9% |
| 1Y | -17.4% | +12.8% | -30.2% | -20.7% |
| 3Y | -14.1% | +47.2% | -61.3% | -23.0% |
| 5Y | -64.0% | +101.1% | -165.2% | -70.2% |
| All | +38.6% | +57.4% | -18.7% | +6.8% |
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