+1,008.1%
ALB vs SNY
+241.5%
+766.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -7.6% | -3.6% | -4.0% | -6.0% |
| 30D | -5.6% | -1.9% | -3.7% | -4.8% |
| 3M | -16.8% | -2.0% | -14.9% | -16.6% |
| 6M | -26.3% | +2.5% | -28.9% | -28.0% |
| YTD | -13.2% | -7.0% | -6.3% | -11.2% |
| 1Y | +68.8% | -4.4% | +73.2% | +70.4% |
| 3Y | -30.7% | -8.4% | -22.3% | -30.9% |
| 5Y | -46.3% | +9.5% | -55.8% | -52.4% |
| 10Y | +81.7% | +64.3% | +17.4% | +26.3% |
| All | +1,008.1% | +241.5% | +766.5% | +387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling