-12.9%
ALB vs AR
+19.9%
-32.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +9.1% | -14.3% | +23.3% | +13.9% |
| 30D | -3.4% | +1.4% | -4.8% | -4.4% |
| 3M | -20.6% | +3.4% | -24.0% | -22.1% |
| 6M | -48.2% | -2.1% | -46.1% | -48.6% |
| YTD | -29.2% | +4.7% | -33.9% | -32.3% |
| 1Y | +10.0% | +10.6% | -0.6% | +2.6% |
| 3Y | -12.9% | +24.6% | -37.5% | -16.6% |
| All | -12.9% | +19.9% | -32.9% | -16.6% |
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 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