-12.9%
ALB vs SN
+397.9%
-410.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.1% |
| 7D | +9.1% | +7.2% | +1.9% | +6.3% |
| 30D | -3.4% | +20.4% | -23.8% | -10.1% |
| 3M | -20.6% | +23.9% | -44.5% | -27.3% |
| 6M | -48.2% | +93.0% | -141.2% | -60.9% |
| YTD | -29.2% | +99.2% | -128.5% | -48.0% |
| 1Y | +10.0% | +142.6% | -132.6% | -26.0% |
| 3Y | -12.9% | +398.8% | -411.7% | -67.4% |
| All | -12.9% | +397.9% | -410.8% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling