-12.9%
ALB vs SPG
+124.5%
-137.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.4% |
| 7D | +9.1% | +4.9% | +4.2% | +5.7% |
| 30D | -3.4% | +15.6% | -19.0% | -12.5% |
| 3M | -20.6% | +4.1% | -24.7% | -22.8% |
| 6M | -48.2% | +13.6% | -61.7% | -53.4% |
| YTD | -29.2% | +27.5% | -56.8% | -42.7% |
| 1Y | +10.0% | +32.2% | -22.2% | -13.8% |
| 3Y | -12.9% | +126.0% | -138.9% | -66.9% |
| All | -12.9% | +124.5% | -137.5% | -66.9% |
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