-13.6%
ALB vs AUR
-34.9%
+21.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.1% |
| 7D | -4.4% | +19.2% | -23.6% | -7.9% |
| 30D | -1.2% | -7.8% | +6.6% | 0.0% |
| 3M | -13.3% | +4.0% | -17.3% | -14.8% |
| 6M | -19.8% | +45.0% | -64.7% | -27.4% |
| YTD | -7.9% | +69.5% | -77.5% | -19.3% |
| 1Y | +60.2% | +13.0% | +47.1% | +51.2% |
| 3Y | -26.4% | +90.4% | -116.8% | -46.3% |
| 5Y | -42.5% | -34.2% | -8.4% | -57.5% |
| All | -13.6% | -34.9% | +21.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AUR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling