-3.2%
ALB vs CAPR
+64.2%
-67.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.6% | -0.2% |
| 7D | +9.5% | +36.0% | -26.6% | +9.4% |
| 30D | -2.1% | +25.8% | -27.9% | -2.2% |
| 3M | -24.1% | +140.8% | -165.0% | -24.3% |
| 6M | -51.0% | -67.6% | +16.6% | -51.0% |
| YTD | -29.3% | -65.9% | +36.5% | -29.4% |
| All | -3.2% | +64.2% | -67.4% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling