-10.9%
ALB vs COMP
-47.7%
+36.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -5.0% | -4.6% |
| 7D | -8.1% | +1.4% | -9.4% | -8.4% |
| 30D | +6.3% | -13.3% | +19.6% | +8.8% |
| 3M | -23.6% | +41.1% | -64.7% | -29.3% |
| 6M | -24.6% | +17.2% | -41.8% | -29.0% |
| YTD | -10.3% | +5.2% | -15.5% | -14.3% |
| 1Y | +61.5% | +18.9% | +42.5% | +48.9% |
| 3Y | -34.0% | +215.9% | -249.9% | -53.4% |
| 5Y | -44.6% | -31.2% | -13.4% | -48.4% |
| All | -10.9% | -47.7% | +36.8% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling