-62.1%
ALB vs RL
+226.8%
-289.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | +9.1% | -4.2% | +13.2% | +10.9% |
| 30D | -3.4% | +4.3% | -7.7% | -5.8% |
| 3M | -20.6% | -4.6% | -16.0% | -19.5% |
| 6M | -48.2% | +1.7% | -49.9% | -49.6% |
| YTD | -29.2% | +7.3% | -36.6% | -34.0% |
| 1Y | +10.0% | +20.8% | -10.8% | -3.6% |
| 3Y | -12.9% | +247.0% | -259.9% | -59.7% |
| All | -62.1% | +226.8% | -289.0% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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