+8.6%
ALB vs SPG
+34.3%
-25.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.4% | +5.5% |
| 7D | -2.1% | +8.2% | -10.2% | -1.3% |
| 30D | -9.0% | +13.5% | -22.5% | -7.9% |
| 3M | -21.1% | +2.2% | -23.4% | -21.5% |
| 6M | -49.9% | +15.9% | -65.8% | -49.9% |
| YTD | -32.3% | +27.6% | -59.9% | -31.8% |
| 1Y | +8.6% | +30.9% | -22.3% | +8.4% |
| All | +8.6% | +34.3% | -25.7% | +8.4% |
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