-48.2%
ALB vs RL
+3.0%
-51.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +9.1% | -4.2% | +13.2% | +9.2% |
| 30D | -3.4% | +4.3% | -7.7% | -4.3% |
| 3M | -20.6% | -4.6% | -16.0% | -19.7% |
| 6M | -48.2% | +1.7% | -49.9% | -47.9% |
| All | -48.2% | +3.0% | -51.2% | -47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling