-61.6%
ALB vs COMP
-13.7%
-47.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -1.2% |
| 7D | +9.5% | +14.5% | -5.1% | +6.5% |
| 30D | -2.1% | +14.9% | -17.0% | -5.1% |
| 3M | -24.1% | -14.2% | -9.9% | -22.6% |
| 6M | -51.0% | +23.7% | -74.7% | -53.9% |
| YTD | -29.3% | +2.1% | -31.4% | -32.5% |
| 1Y | +3.2% | +26.2% | -23.0% | -6.0% |
| 3Y | -9.3% | +470.9% | -480.2% | -42.4% |
| 5Y | -61.6% | -14.0% | -47.6% | -68.5% |
| All | -61.6% | -13.7% | -47.9% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling