+2,885.9%
ALB vs SPG
+4,580.8%
-1,694.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.0% |
| 7D | -8.1% | -2.4% | -5.7% | -7.1% |
| 30D | +6.3% | -6.8% | +13.1% | +9.3% |
| 3M | -23.6% | +2.7% | -26.2% | -24.8% |
| 6M | -24.6% | +5.5% | -30.1% | -27.0% |
| YTD | -10.3% | +15.7% | -26.0% | -16.5% |
| 1Y | +61.5% | +20.9% | +40.6% | +47.1% |
| 3Y | -34.0% | +112.4% | -146.4% | -51.7% |
| 5Y | -44.6% | +101.4% | -145.9% | -58.5% |
| 10Y | +76.1% | +60.6% | +15.5% | +28.0% |
| All | +2,885.9% | +4,580.8% | -1,694.9% | +666.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling