-3.2%
ALB vs AS
+8.1%
-11.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -0.8% |
| 7D | +9.5% | +5.8% | +3.6% | +8.1% |
| 30D | -2.1% | +15.4% | -17.5% | -5.2% |
| 3M | -24.1% | -11.9% | -12.3% | -21.2% |
| 6M | -51.0% | -9.9% | -41.1% | -49.7% |
| YTD | -29.3% | -13.1% | -16.2% | -28.6% |
| All | -3.2% | +8.1% | -11.3% | -11.4% |
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