-5.6%
ARM vs ALB
-51.3%
+45.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.3% | -10.6% | -8.4% |
| 7D | -18.7% | -2.1% | -16.6% | -17.6% |
| 30D | -36.7% | -9.0% | -27.7% | -32.8% |
| 3M | -31.6% | -21.1% | -10.5% | -24.3% |
| 6M | -5.6% | -49.9% | +44.3% | +22.8% |
| All | -5.6% | -51.3% | +45.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 6mo: compounded portfolio wealth divided by compounded ALB 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…
6mo analysis · Full analysis span regression · 6 months rolling