-45.1%
ALB vs AU
+688.4%
-733.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.5% | -3.0% |
| 7D | -8.6% | +0.6% | -9.2% | -8.8% |
| 30D | -4.0% | +12.3% | -16.3% | -6.6% |
| 3M | -17.4% | +29.4% | -46.7% | -22.2% |
| 6M | -25.4% | +3.2% | -28.6% | -27.1% |
| YTD | -10.5% | +31.8% | -42.3% | -16.0% |
| 1Y | +75.8% | +83.4% | -7.6% | +57.0% |
| 3Y | -28.5% | +623.1% | -651.6% | -50.7% |
| 5Y | -45.1% | +700.5% | -745.6% | -64.8% |
| All | -45.1% | +688.4% | -733.5% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling