+83.0%
ALB vs SM
+12.3%
+70.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.0% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | -1.2% | +31.5% | -32.7% | -5.6% |
| 3M | -13.3% | +17.3% | -30.6% | -16.2% |
| 6M | -19.8% | +48.5% | -68.3% | -26.0% |
| YTD | -7.9% | +106.3% | -114.2% | -19.9% |
| 1Y | +60.2% | +47.3% | +12.9% | +46.9% |
| 3Y | -26.4% | -1.4% | -25.0% | -29.0% |
| 5Y | -42.5% | +114.0% | -156.6% | -51.0% |
| 10Y | +83.0% | +12.5% | +70.5% | +39.4% |
| All | +83.0% | +12.3% | +70.7% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling