+8.6%
ALB vs SFM
-35.8%
+44.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +5.3% |
| 7D | -2.1% | -12.3% | +10.2% | -2.2% |
| 30D | -9.0% | -16.2% | +7.2% | -9.4% |
| 3M | -21.1% | -36.8% | +15.7% | -23.0% |
| 6M | -49.9% | -32.6% | -17.3% | -50.6% |
| YTD | -32.3% | -31.7% | -0.6% | -32.2% |
| 1Y | +8.6% | -35.0% | +43.6% | +10.8% |
| All | +8.6% | -35.8% | +44.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling