+61.5%
ALB vs AS
-21.9%
+83.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -5.3% |
| 7D | -8.1% | -4.9% | -3.2% | -6.9% |
| 30D | +6.3% | -19.6% | +25.9% | +12.3% |
| 3M | -23.6% | -14.4% | -9.2% | -20.8% |
| 6M | -24.6% | -20.1% | -4.5% | -21.2% |
| YTD | -10.3% | -20.9% | +10.7% | -6.9% |
| 1Y | +61.5% | -21.9% | +83.3% | +64.0% |
| All | +61.5% | -21.9% | +83.4% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling