+87.3%
ALB vs SPY
+312.5%
-225.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.2% |
| 7D | -8.6% | -0.4% | -8.2% | -8.2% |
| 30D | -4.0% | -1.4% | -2.7% | -2.2% |
| 3M | -17.4% | +3.7% | -21.1% | -21.5% |
| 6M | -25.4% | +13.0% | -38.4% | -37.2% |
| YTD | -10.5% | +12.4% | -22.9% | -23.8% |
| 1Y | +75.8% | +18.5% | +57.3% | +39.8% |
| 3Y | -28.5% | +77.6% | -106.1% | -65.8% |
| 5Y | -45.1% | +81.7% | -126.8% | -73.7% |
| 10Y | +87.3% | +319.7% | -232.3% | -67.6% |
| All | +87.3% | +312.5% | -225.2% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling