+36.3%
ALB vs RUN
+74.1%
-37.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.1% |
| 7D | +1.1% | +3.2% | -2.1% | +0.1% |
| 30D | -2.6% | +19.5% | -22.1% | -7.1% |
| 3M | -25.6% | -9.6% | -16.0% | -24.5% |
| 6M | -54.0% | -37.3% | -16.7% | -49.8% |
| YTD | -31.6% | -50.7% | +19.1% | -23.9% |
| 1Y | -6.6% | -54.1% | +47.5% | +5.2% |
| 3Y | -14.0% | -3.9% | -10.1% | -35.5% |
| 5Y | -62.5% | -84.4% | +21.9% | -61.0% |
| 10Y | +36.3% | +77.5% | -41.2% | -19.3% |
| All | +36.3% | +74.1% | -37.8% | -19.3% |
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