+80.2%
ALB vs AU
+694.8%
-614.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.5% |
| 7D | -7.6% | -7.0% | -0.6% | -6.8% |
| 30D | -5.6% | +7.3% | -12.9% | -6.5% |
| 3M | -16.8% | +33.2% | -50.1% | -19.8% |
| 6M | -26.3% | -0.6% | -25.7% | -26.9% |
| YTD | -13.2% | +26.2% | -39.4% | -15.6% |
| 1Y | +68.8% | +68.3% | +0.5% | +60.6% |
| 3Y | -30.7% | +592.1% | -622.8% | -41.2% |
| 5Y | -46.3% | +685.3% | -731.5% | -55.2% |
| All | +80.2% | +694.8% | -614.6% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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