+2,254.7%
ALB vs SM
+1,016.4%
+1,238.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +9.1% | -25.9% | +35.0% | +15.0% |
| 30D | -3.4% | -15.1% | +11.7% | -1.0% |
| 3M | -20.6% | +4.9% | -25.5% | -22.3% |
| 6M | -48.2% | +6.1% | -54.3% | -50.0% |
| YTD | -29.2% | +63.4% | -92.7% | -37.9% |
| 1Y | +10.0% | +72.5% | -62.5% | -4.8% |
| 3Y | -12.9% | -16.9% | +4.0% | -14.1% |
| 5Y | -61.3% | -10.6% | -50.6% | -63.7% |
| 10Y | +35.8% | +11.3% | +24.5% | -16.2% |
| All | +2,254.7% | +1,016.4% | +1,238.3% | +761.7% |
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