+12.7%
ALB vs AS
+120.4%
-107.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -5.6% |
| 7D | -8.1% | -4.9% | -3.2% | -6.7% |
| 30D | +6.3% | -19.6% | +25.9% | +13.5% |
| 3M | -23.6% | -14.4% | -9.2% | -20.2% |
| 6M | -24.6% | -20.1% | -4.5% | -20.2% |
| YTD | -10.3% | -20.9% | +10.7% | -5.2% |
| 1Y | +61.5% | -21.9% | +83.3% | +70.5% |
| All | +12.7% | +120.4% | -107.7% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling