-63.4%
ALB vs RUN
-85.3%
+21.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -5.8% | -13.5% | +7.8% | -2.6% |
| 30D | -4.5% | +18.3% | -22.8% | -8.8% |
| 3M | -28.1% | -12.5% | -15.6% | -26.5% |
| 6M | -53.2% | -40.3% | -12.9% | -48.3% |
| YTD | -33.3% | -53.1% | +19.8% | -25.0% |
| 1Y | -17.4% | -54.3% | +36.8% | -6.9% |
| 3Y | -14.1% | -6.5% | -7.6% | -37.3% |
| All | -63.4% | -85.3% | +21.9% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling