+138.5%
ALB vs AR
-27.2%
+165.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | -8.1% | +2.5% | -10.6% | -8.5% |
| 30D | +6.3% | +14.8% | -8.5% | +3.3% |
| 3M | -23.6% | +6.2% | -29.8% | -24.7% |
| 6M | -24.6% | +4.3% | -28.9% | -25.7% |
| YTD | -10.3% | +14.4% | -24.6% | -13.5% |
| 1Y | +61.5% | +21.3% | +40.1% | +53.2% |
| 3Y | -34.0% | +39.8% | -73.8% | -39.9% |
| 5Y | -44.6% | +142.1% | -186.7% | -55.5% |
| 10Y | +76.1% | +52.0% | +24.1% | +31.8% |
| All | +138.5% | -27.2% | +165.7% | +98.6% |
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 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