-42.5%
ALB vs RUN
-80.3%
+37.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.7% |
| 7D | -4.4% | +10.2% | -14.6% | -6.5% |
| 30D | -1.2% | -9.6% | +8.4% | +0.9% |
| 3M | -13.3% | -31.5% | +18.2% | -6.5% |
| 6M | -19.8% | -18.7% | -1.1% | -17.7% |
| YTD | -7.9% | -49.9% | +42.0% | +2.7% |
| 1Y | +60.2% | -45.5% | +105.7% | +73.3% |
| 3Y | -26.4% | -34.1% | +7.7% | -40.7% |
| 5Y | -42.5% | -79.4% | +36.9% | -42.2% |
| All | -42.5% | -80.3% | +37.8% | -42.2% |
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 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