+61.5%
ALB vs SNY
+2.0%
+59.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -8.1% | -1.3% | -6.8% | -7.8% |
| 30D | +6.3% | +3.4% | +2.8% | +5.4% |
| 3M | -23.6% | -0.3% | -23.3% | -23.4% |
| 6M | -24.6% | +1.0% | -25.6% | -25.0% |
| YTD | -10.3% | -3.6% | -6.6% | -7.8% |
| 1Y | +61.5% | +3.0% | +58.5% | +72.4% |
| All | +61.5% | +2.0% | +59.4% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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