-45.1%
ALB vs BR
+7.6%
-52.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -8.6% | -5.0% | -3.6% | -6.2% |
| 30D | -4.0% | -2.5% | -1.6% | -2.9% |
| 3M | -17.4% | +13.5% | -30.9% | -23.4% |
| 6M | -25.4% | -9.4% | -16.0% | -21.7% |
| YTD | -10.5% | -23.3% | +12.7% | +3.3% |
| 1Y | +75.8% | -31.6% | +107.4% | +120.3% |
| 3Y | -28.5% | -5.1% | -23.4% | -31.3% |
| 5Y | -45.1% | +8.2% | -53.3% | -57.1% |
| All | -45.1% | +7.6% | -52.7% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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