+61.5%
ALB vs SPG
+21.3%
+40.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.7% |
| 7D | -8.1% | -2.4% | -5.7% | -8.6% |
| 30D | +6.3% | -6.8% | +13.1% | +4.5% |
| 3M | -23.6% | +2.7% | -26.2% | -23.8% |
| 6M | -24.6% | +5.5% | -30.1% | -24.1% |
| YTD | -10.3% | +15.7% | -26.0% | -8.0% |
| 1Y | +61.5% | +20.9% | +40.6% | +66.6% |
| All | +61.5% | +21.3% | +40.1% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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