-15.1%
ALB vs AS
+125.3%
-140.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.3% |
| 7D | -3.6% | -3.6% | 0.0% | -2.5% |
| 30D | -2.9% | +3.4% | -6.3% | -4.0% |
| 3M | -25.8% | -8.6% | -17.2% | -24.2% |
| 6M | -53.6% | -10.0% | -43.5% | -52.5% |
| YTD | -32.4% | -19.2% | -13.2% | -29.3% |
| 1Y | -13.0% | -3.8% | -9.2% | -14.3% |
| All | -15.1% | +125.3% | -140.4% | -40.7% |
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