-12.9%
ALB vs SM
-20.0%
+7.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +9.1% | -25.9% | +35.0% | +17.7% |
| 30D | -3.4% | -15.1% | +11.7% | -0.3% |
| 3M | -20.6% | +4.9% | -25.5% | -24.1% |
| 6M | -48.2% | +6.1% | -54.3% | -52.0% |
| YTD | -29.2% | +63.4% | -92.7% | -46.8% |
| 1Y | +10.0% | +72.5% | -62.5% | -19.9% |
| 3Y | -12.9% | -16.9% | +4.0% | -22.9% |
| All | -12.9% | -20.0% | +7.1% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling