+68.8%
ALB vs SPYG
+17.3%
+51.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.2% |
| 7D | -7.6% | -1.8% | -5.8% | -6.0% |
| 30D | -5.6% | -1.9% | -3.7% | -4.0% |
| 3M | -16.8% | +5.2% | -22.0% | -21.1% |
| 6M | -26.3% | +15.6% | -41.9% | -36.0% |
| YTD | -13.2% | +12.4% | -25.6% | -22.2% |
| 1Y | +68.8% | +17.5% | +51.3% | +43.3% |
| All | +68.8% | +17.3% | +51.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling