-63.4%
ALB vs SM
+5.5%
-68.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -5.8% | +9.4% | -15.2% | -8.3% |
| 30D | -4.5% | -14.4% | +9.8% | -1.3% |
| 3M | -28.1% | +1.6% | -29.6% | -30.0% |
| 6M | -53.2% | +6.3% | -59.5% | -56.1% |
| YTD | -33.3% | +78.8% | -112.1% | -49.0% |
| 1Y | -17.4% | +83.1% | -100.6% | -37.6% |
| 3Y | -14.1% | -5.9% | -8.2% | -21.5% |
| All | -63.4% | +5.5% | -68.8% | -69.0% |
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 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