+1,906.5%
ALB vs SPYG
+564.9%
+1,341.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -8.1% | +0.4% | -8.4% | -8.5% |
| 30D | +6.3% | -0.4% | +6.7% | +6.6% |
| 3M | -23.6% | +0.5% | -24.1% | -24.2% |
| 6M | -24.6% | +17.5% | -42.1% | -35.8% |
| YTD | -10.3% | +14.3% | -24.6% | -21.4% |
| 1Y | +61.5% | +21.7% | +39.7% | +33.3% |
| 3Y | -34.0% | +98.6% | -132.6% | -65.3% |
| 5Y | -44.6% | +85.1% | -129.7% | -68.4% |
| 10Y | +76.1% | +412.0% | -335.9% | -59.5% |
| All | +1,906.5% | +564.9% | +1,341.6% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling