-14.1%
ALB vs AR
+48.6%
-62.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.8% | +7.4% | -13.1% | -7.8% |
| 30D | -4.5% | +5.8% | -10.3% | -6.6% |
| 3M | -28.1% | +5.2% | -33.3% | -29.7% |
| 6M | -53.2% | +5.4% | -58.6% | -54.6% |
| YTD | -33.3% | +12.4% | -45.7% | -37.6% |
| 1Y | -17.4% | +12.8% | -30.2% | -23.1% |
| 3Y | -14.1% | +47.2% | -61.3% | -30.4% |
| All | -14.1% | +48.6% | -62.7% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling