-34.2%
ALB vs CAPR
+40.5%
-74.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.5% |
| 7D | -8.1% | -2.0% | -6.1% | -8.0% |
| 30D | +6.3% | +139.2% | -132.9% | +4.8% |
| 3M | -23.6% | -66.4% | +42.8% | -23.2% |
| 6M | -24.6% | -63.1% | +38.5% | -24.4% |
| YTD | -10.3% | -67.4% | +57.2% | -9.9% |
| 1Y | +61.5% | +58.2% | +3.2% | +53.9% |
| All | -34.2% | +40.5% | -74.7% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling