-63.4%
ALB vs CAPR
+172.3%
-235.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -1.3% |
| 7D | -5.8% | +5.9% | -11.7% | -5.9% |
| 30D | -4.5% | +44.6% | -49.1% | -5.4% |
| 3M | -28.1% | +126.4% | -154.4% | -29.7% |
| 6M | -53.2% | -68.6% | +15.4% | -52.9% |
| YTD | -33.3% | -67.0% | +33.7% | -33.0% |
| 1Y | -17.4% | +65.2% | -82.6% | -23.5% |
| 3Y | -14.1% | +235.6% | -249.7% | -36.6% |
| All | -63.4% | +172.3% | -235.6% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling