-34.2%
ALB vs SN
+389.7%
-423.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.1% |
| 7D | -8.1% | -9.3% | +1.3% | -5.0% |
| 30D | +6.3% | -4.8% | +11.1% | +7.8% |
| 3M | -23.6% | +40.4% | -64.0% | -33.6% |
| 6M | -24.6% | +50.9% | -75.6% | -37.0% |
| YTD | -10.3% | +54.9% | -65.2% | -26.1% |
| 1Y | +61.5% | +43.0% | +18.4% | +36.4% |
| All | -34.2% | +389.7% | -423.8% | -65.8% |
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 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