+61.5%
ALB vs SFM
-41.4%
+102.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.3% |
| 7D | -8.1% | -0.1% | -8.0% | -8.0% |
| 30D | +6.3% | -4.4% | +10.6% | +6.0% |
| 3M | -23.6% | +1.5% | -25.1% | -23.3% |
| 6M | -24.6% | +6.5% | -31.1% | -24.1% |
| YTD | -10.3% | +2.2% | -12.4% | -9.6% |
| 1Y | +61.5% | -41.9% | +103.3% | +41.2% |
| All | +61.5% | -41.4% | +102.9% | +41.2% |
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