-3.2%
ALB vs AR
+6.0%
-9.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +9.5% | -10.5% | +20.0% | +10.1% |
| 30D | -2.1% | +1.3% | -3.4% | -2.5% |
| 3M | -24.1% | +4.8% | -28.9% | -24.5% |
| 6M | -51.0% | +1.2% | -52.2% | -51.2% |
| YTD | -29.3% | +5.5% | -34.8% | -30.0% |
| All | -3.2% | +6.0% | -9.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling