-14.1%
ALB vs STLA
-77.1%
+63.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -5.8% | -13.8% | +8.0% | -0.7% |
| 30D | -4.5% | -10.5% | +6.0% | -1.4% |
| 3M | -28.1% | -28.9% | +0.8% | -19.6% |
| 6M | -53.2% | -49.7% | -3.4% | -40.3% |
| YTD | -33.3% | -64.9% | +31.6% | -4.3% |
| 1Y | -17.4% | -64.0% | +46.6% | +16.0% |
| 3Y | -14.1% | -77.4% | +63.3% | +32.6% |
| All | -14.1% | -77.1% | +63.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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