+86.4%
ALB vs AR
-32.8%
+119.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.4% | +4.1% |
| 7D | +5.5% | -11.7% | +17.2% | +7.9% |
| 30D | -7.5% | +1.8% | -9.4% | -8.1% |
| 3M | -16.9% | +6.0% | -22.9% | -18.3% |
| 6M | -49.2% | -7.0% | -42.2% | -48.9% |
| YTD | -29.9% | +5.6% | -35.4% | -31.6% |
| 1Y | +8.2% | +10.8% | -2.6% | +4.3% |
| 3Y | -19.4% | +19.3% | -38.7% | -24.6% |
| 5Y | -61.6% | +73.3% | -134.9% | -67.3% |
| 10Y | +34.6% | +47.6% | -13.0% | +1.1% |
| All | +86.4% | -32.8% | +119.2% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling