+10.0%
ALB vs STT
+44.2%
-34.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +9.1% | -2.5% | +11.5% | +10.0% |
| 30D | -3.4% | -5.0% | +1.5% | -1.5% |
| 3M | -20.6% | -10.5% | -10.1% | -17.0% |
| 6M | -48.2% | +10.0% | -58.2% | -52.5% |
| YTD | -29.2% | +30.7% | -59.9% | -41.9% |
| 1Y | +10.0% | +43.8% | -33.8% | -13.3% |
| All | +10.0% | +44.2% | -34.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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