+108.7%
ALB vs RUN
-34.8%
+143.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.9% | +0.1% |
| 7D | -3.6% | -13.7% | +10.1% | -0.6% |
| 30D | -2.9% | +9.4% | -12.2% | -5.3% |
| 3M | -25.8% | -13.4% | -12.4% | -24.1% |
| 6M | -53.6% | -39.6% | -14.0% | -49.2% |
| YTD | -32.4% | -53.7% | +21.3% | -24.3% |
| 1Y | -13.0% | -56.2% | +43.1% | -1.9% |
| 3Y | -15.0% | -9.7% | -5.3% | -32.8% |
| 5Y | -63.5% | -85.5% | +22.0% | -61.8% |
| 10Y | +34.7% | +66.7% | -32.0% | -9.3% |
| All | +108.7% | -34.8% | +143.5% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling