-12.9%
ALB vs COMP
+353.8%
-366.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.7% | -9.8% | -1.0% |
| 7D | +9.1% | +13.4% | -4.4% | +6.4% |
| 30D | -3.4% | +11.1% | -14.5% | -5.7% |
| 3M | -20.6% | -18.8% | -1.8% | -18.2% |
| 6M | -48.2% | +10.5% | -58.7% | -50.3% |
| YTD | -29.2% | -3.4% | -25.8% | -31.6% |
| 1Y | +10.0% | +19.7% | -9.7% | +0.5% |
| 3Y | -12.9% | +381.6% | -394.5% | -52.7% |
| All | -12.9% | +353.8% | -366.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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