+56.1%
ALB vs SM
+41.6%
+14.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.2% |
| 7D | -8.1% | +0.1% | -8.2% | -8.0% |
| 30D | +6.3% | +26.3% | -20.0% | +4.5% |
| 3M | -23.6% | +8.7% | -32.2% | -24.0% |
| 6M | -24.6% | +51.7% | -76.3% | -29.5% |
| YTD | -10.3% | +99.0% | -109.3% | -21.0% |
| All | +56.1% | +41.6% | +14.5% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling