+40.8%
ALB vs CAPR
-64.9%
+105.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.6% | -0.4% |
| 7D | +9.5% | +36.0% | -26.6% | +8.6% |
| 30D | -2.1% | +25.8% | -27.9% | -2.8% |
| 3M | -24.1% | +140.8% | -165.0% | -26.2% |
| 6M | -51.0% | -67.6% | +16.6% | -50.6% |
| YTD | -29.3% | -65.9% | +36.5% | -29.0% |
| 1Y | +3.2% | +66.1% | -62.9% | -5.5% |
| 3Y | -9.3% | +256.9% | -266.2% | -22.3% |
| 5Y | -61.6% | +172.1% | -233.7% | -67.4% |
| 10Y | +40.8% | -64.7% | +105.5% | +10.9% |
| All | +40.8% | -64.9% | +105.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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