+307.0%
ALB vs BR
+1,321.0%
-1,014.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.1% | -2.4% |
| 7D | -8.1% | -5.3% | -2.8% | -4.9% |
| 30D | +6.3% | +6.4% | -0.2% | +2.1% |
| 3M | -23.6% | +13.6% | -37.2% | -30.2% |
| 6M | -24.6% | -6.7% | -17.9% | -23.2% |
| YTD | -10.3% | -21.1% | +10.8% | +0.2% |
| 1Y | +61.5% | -29.6% | +91.0% | +93.6% |
| 3Y | -34.0% | -2.4% | -31.6% | -36.5% |
| 5Y | -44.6% | +11.2% | -55.8% | -51.6% |
| 10Y | +76.1% | +191.8% | -115.7% | -20.0% |
| All | +307.0% | +1,321.0% | -1,014.0% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling