-17.4%
ALB vs AS
-3.7%
-13.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -5.8% | -4.9% | -0.9% | -4.8% |
| 30D | -4.5% | +3.9% | -8.4% | -5.4% |
| 3M | -28.1% | -9.6% | -18.5% | -26.2% |
| 6M | -53.2% | -8.7% | -44.5% | -52.3% |
| YTD | -33.3% | -19.8% | -13.5% | -31.7% |
| 1Y | -17.4% | -1.5% | -15.9% | -24.4% |
| All | -17.4% | -3.7% | -13.7% | -24.4% |
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