+216.3%
ALB vs CAPR
-99.1%
+315.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.8% |
| 7D | +9.1% | +41.1% | -32.0% | +8.4% |
| 30D | -3.4% | +11.1% | -14.5% | -3.6% |
| 3M | -20.6% | +115.3% | -135.9% | -22.0% |
| 6M | -48.2% | -73.8% | +25.7% | -47.7% |
| YTD | -29.2% | -68.8% | +39.6% | -28.9% |
| 1Y | +10.0% | +43.3% | -33.3% | +3.8% |
| 3Y | -12.9% | +214.7% | -227.6% | -20.6% |
| 5Y | -61.3% | +141.3% | -202.6% | -64.8% |
| 10Y | +35.8% | -67.0% | +102.8% | +19.1% |
| All | +216.3% | -99.1% | +315.4% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling