-11.2%
ALB vs AS
+134.9%
-146.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +9.1% | +6.9% | +2.1% | +6.8% |
| 30D | -3.4% | +16.0% | -19.4% | -7.9% |
| 3M | -20.6% | -12.8% | -7.7% | -17.5% |
| 6M | -48.2% | -15.4% | -32.8% | -45.9% |
| YTD | -29.2% | -15.7% | -13.5% | -26.9% |
| 1Y | +10.0% | +6.1% | +3.9% | +5.2% |
| All | -11.2% | +134.9% | -146.0% | -38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling