-63.4%
ALB vs DAR
-27.0%
-36.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -5.8% | +11.6% | -17.3% | -10.8% |
| 30D | -4.5% | -10.2% | +5.7% | +0.2% |
| 3M | -28.1% | -14.8% | -13.2% | -23.0% |
| 6M | -53.2% | -10.1% | -43.1% | -51.6% |
| YTD | -33.3% | +55.5% | -88.8% | -47.8% |
| 1Y | -17.4% | +61.7% | -79.1% | -36.8% |
| 3Y | -14.1% | +37.2% | -51.3% | -31.5% |
| All | -63.4% | -27.0% | -36.4% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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