-12.9%
ALB vs S
+34.5%
-47.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +9.1% | -13.4% | +22.5% | +12.7% |
| 30D | -3.4% | -14.0% | +10.6% | -0.3% |
| 3M | -20.6% | +4.9% | -25.5% | -23.1% |
| 6M | -48.2% | +42.0% | -90.2% | -54.7% |
| YTD | -29.2% | +45.1% | -74.4% | -39.4% |
| 1Y | +10.0% | +33.1% | -23.1% | -3.9% |
| 3Y | -12.9% | +40.6% | -53.5% | -44.0% |
| All | -12.9% | +34.5% | -47.4% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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