-14.1%
ALB vs SPY
+78.1%
-92.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.8% |
| 7D | -5.8% | +2.6% | -8.4% | -9.6% |
| 30D | -4.5% | -2.0% | -2.6% | -2.0% |
| 3M | -28.1% | -2.8% | -25.3% | -25.2% |
| 6M | -53.2% | +2.1% | -55.3% | -55.2% |
| YTD | -33.3% | +11.5% | -44.8% | -45.1% |
| 1Y | -17.4% | +13.5% | -30.9% | -34.0% |
| 3Y | -14.1% | +77.7% | -91.8% | -80.5% |
| All | -14.1% | +78.1% | -92.2% | -80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling