-11.9%
ALB vs AS
+133.7%
-145.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.3% |
| 7D | +5.5% | +7.1% | -1.6% | +3.3% |
| 30D | -7.5% | +12.8% | -20.3% | -11.0% |
| 3M | -16.9% | -14.7% | -2.2% | -13.2% |
| 6M | -49.2% | -9.9% | -39.3% | -48.1% |
| YTD | -29.9% | -16.1% | -13.7% | -27.4% |
| 1Y | +8.2% | +0.2% | +8.0% | +5.4% |
| All | -11.9% | +133.7% | -145.7% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling