-26.4%
ALB vs RUN
-35.6%
+9.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.8% |
| 7D | -4.4% | +10.2% | -14.6% | -6.3% |
| 30D | -1.2% | -9.6% | +8.4% | +0.7% |
| 3M | -13.3% | -31.5% | +18.2% | -7.2% |
| 6M | -19.8% | -18.7% | -1.1% | -17.8% |
| YTD | -7.9% | -49.9% | +42.0% | +1.6% |
| 1Y | +60.2% | -45.5% | +105.7% | +72.2% |
| 3Y | -26.4% | -34.1% | +7.7% | -41.8% |
| All | -26.4% | -35.6% | +9.1% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling