-43.9%
ALB vs SM
+107.8%
-151.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.7% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | +6.3% | +26.3% | -20.0% | -1.3% |
| 3M | -23.6% | +8.7% | -32.2% | -26.5% |
| 6M | -24.6% | +51.7% | -76.3% | -36.3% |
| YTD | -10.3% | +99.0% | -109.3% | -31.5% |
| 1Y | +61.5% | +34.6% | +26.9% | +40.0% |
| 3Y | -34.0% | -7.8% | -26.2% | -38.2% |
| All | -43.9% | +107.8% | -151.7% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling