+80.2%
ALB vs RUN
+43.4%
+36.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.6% |
| 7D | -7.6% | -3.4% | -4.2% | -6.9% |
| 30D | -5.6% | -14.0% | +8.4% | -2.5% |
| 3M | -16.8% | -27.5% | +10.6% | -11.5% |
| 6M | -26.3% | -29.0% | +2.7% | -21.9% |
| YTD | -13.2% | -53.1% | +39.9% | -1.8% |
| 1Y | +68.8% | -46.7% | +115.5% | +83.5% |
| 3Y | -30.7% | -38.3% | +7.6% | -42.1% |
| 5Y | -46.3% | -80.7% | +34.4% | -46.7% |
| All | +80.2% | +43.4% | +36.9% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling