+33.0%
ALB vs CAPR
-68.2%
+101.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.9% | +5.7% | -4.0% |
| 7D | +5.3% | +7.6% | -2.4% | +5.1% |
| 30D | -6.3% | +13.3% | -19.5% | -6.6% |
| 3M | -27.4% | +130.4% | -157.8% | -29.3% |
| 6M | -53.1% | -70.8% | +17.7% | -52.6% |
| YTD | -32.3% | -69.3% | +36.9% | -31.8% |
| 1Y | -7.3% | +59.5% | -66.8% | -15.1% |
| 3Y | -14.9% | +216.8% | -231.7% | -26.9% |
| 5Y | -62.0% | +152.7% | -214.7% | -67.6% |
| 10Y | +33.0% | -68.2% | +101.2% | +4.9% |
| All | +33.0% | -68.2% | +101.2% | +4.9% |
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