-62.5%
ALB vs AR
+98.1%
-160.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +1.1% | +2.1% | -1.0% | +0.3% |
| 30D | -2.6% | +4.5% | -7.1% | -4.3% |
| 3M | -25.6% | +1.0% | -26.6% | -26.3% |
| 6M | -54.0% | +4.4% | -58.5% | -55.2% |
| YTD | -31.6% | +10.9% | -42.5% | -35.2% |
| 1Y | -6.6% | +8.6% | -15.1% | -11.2% |
| 3Y | -14.0% | +48.5% | -62.5% | -27.8% |
| 5Y | -62.5% | +95.7% | -158.3% | -67.3% |
| All | -62.5% | +98.1% | -160.6% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling