+74.1%
ALB vs RUN
-45.7%
+119.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.7% | -1.8% |
| 7D | -8.6% | -1.8% | -6.8% | -8.2% |
| 30D | -4.0% | -10.8% | +6.8% | -1.8% |
| 3M | -17.4% | -30.2% | +12.8% | -11.5% |
| 6M | -25.4% | -22.3% | -3.0% | -22.4% |
| YTD | -10.5% | -52.2% | +41.6% | -0.1% |
| All | +74.1% | -45.7% | +119.7% | +79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling