+2,885.9%
ALB vs SM
+1,259.7%
+1,626.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.0% |
| 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% | -25.5% |
| 6M | -24.6% | +51.7% | -76.3% | -31.9% |
| YTD | -10.3% | +99.0% | -109.3% | -23.4% |
| 1Y | +61.5% | +34.6% | +26.9% | +48.1% |
| 3Y | -34.0% | -7.8% | -26.2% | -35.7% |
| 5Y | -44.6% | +104.8% | -149.4% | -55.2% |
| 10Y | +76.1% | +7.2% | +68.9% | +10.8% |
| All | +2,885.9% | +1,259.7% | +1,626.2% | +962.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling