-29.5%
ALB vs SPG
+111.2%
-140.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -3.8% |
| 7D | -8.1% | -2.4% | -5.7% | -6.5% |
| 30D | +6.3% | -6.8% | +13.1% | +11.4% |
| 3M | -23.6% | +2.7% | -26.2% | -26.3% |
| 6M | -24.6% | +5.5% | -30.1% | -29.2% |
| YTD | -10.3% | +15.7% | -26.0% | -22.5% |
| 1Y | +61.5% | +20.9% | +40.6% | +32.9% |
| All | -29.5% | +111.2% | -140.7% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling