-43.9%
ALB vs SPG
+102.5%
-146.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -3.7% |
| 7D | -8.1% | -2.4% | -5.7% | -6.5% |
| 30D | +6.3% | -6.8% | +13.1% | +11.6% |
| 3M | -23.6% | +2.7% | -26.2% | -26.1% |
| 6M | -24.6% | +5.5% | -30.1% | -29.1% |
| YTD | -10.3% | +15.7% | -26.0% | -21.9% |
| 1Y | +61.5% | +20.9% | +40.6% | +34.7% |
| 3Y | -34.0% | +112.4% | -146.4% | -64.9% |
| All | -43.9% | +102.5% | -146.4% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling