-21.4%
ALB vs AUR
-35.7%
+14.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.7% |
| 7D | -6.6% | +1.4% | -8.0% | -6.9% |
| 30D | -8.1% | -6.4% | -1.7% | -7.3% |
| 3M | -25.7% | +7.7% | -33.4% | -27.5% |
| 6M | -29.5% | +44.5% | -74.0% | -36.1% |
| YTD | -16.2% | +67.4% | -83.7% | -26.4% |
| 1Y | +59.2% | +15.4% | +43.8% | +49.7% |
| 3Y | -33.7% | +94.8% | -128.6% | -51.8% |
| 5Y | -48.1% | -35.1% | -13.0% | -61.5% |
| All | -21.4% | -35.7% | +14.3% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling