-11.9%
ALB vs CAPR
+299.3%
-311.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +26.5% | -25.4% | +0.8% |
| 7D | +1.1% | +25.8% | -24.7% | +0.7% |
| 30D | -2.6% | +50.2% | -52.8% | -3.2% |
| 3M | -25.6% | +185.5% | -211.1% | -26.8% |
| 6M | -54.0% | -64.8% | +10.8% | -53.9% |
| YTD | -31.6% | -61.1% | +29.5% | -31.6% |
| 1Y | -6.6% | +81.0% | -87.5% | -10.1% |
| All | -11.9% | +299.3% | -311.2% | -33.2% |
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