+88.1%
ALB vs AR
-33.4%
+121.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +9.1% | -14.3% | +23.3% | +12.3% |
| 30D | -3.4% | +1.4% | -4.8% | -4.0% |
| 3M | -20.6% | +3.4% | -24.0% | -21.5% |
| 6M | -48.2% | -2.1% | -46.1% | -48.4% |
| YTD | -29.2% | +4.7% | -33.9% | -30.9% |
| 1Y | +10.0% | +10.6% | -0.6% | +6.1% |
| 3Y | -12.9% | +24.6% | -37.5% | -19.1% |
| 5Y | -61.3% | +71.9% | -133.2% | -66.9% |
| 10Y | +35.8% | +46.4% | -10.6% | +2.2% |
| All | +88.1% | -33.4% | +121.5% | +58.8% |
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