+61.5%
ALB vs SN
+46.4%
+15.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -8.1% | -9.3% | +1.3% | -6.2% |
| 30D | +6.3% | -4.8% | +11.1% | +7.2% |
| 3M | -23.6% | +40.4% | -64.0% | -31.0% |
| 6M | -24.6% | +50.9% | -75.6% | -33.9% |
| YTD | -10.3% | +54.9% | -65.2% | -22.6% |
| 1Y | +61.5% | +43.0% | +18.4% | +30.8% |
| All | +61.5% | +46.4% | +15.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling