+40.8%
ALB vs SPY
+315.0%
-274.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -3.4% |
| 7D | +9.5% | +0.1% | +9.4% | +8.7% |
| 30D | -2.1% | -3.3% | +1.2% | +2.0% |
| 3M | -24.1% | -2.4% | -21.7% | -21.9% |
| 6M | -51.0% | +2.6% | -53.6% | -52.9% |
| YTD | -29.3% | +11.2% | -40.6% | -39.2% |
| 1Y | +3.2% | +13.4% | -10.2% | -13.5% |
| 3Y | -9.3% | +79.9% | -89.2% | -57.6% |
| 5Y | -61.6% | +72.2% | -133.8% | -80.5% |
| 10Y | +40.8% | +307.3% | -266.5% | -76.6% |
| All | +40.8% | +315.0% | -274.2% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling