-3.2%
ALB vs STT
+46.6%
-49.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.4% |
| 7D | +9.5% | +0.9% | +8.5% | +8.8% |
| 30D | -2.1% | -2.3% | +0.2% | -1.3% |
| 3M | -24.1% | -7.5% | -16.7% | -22.0% |
| 6M | -51.0% | +14.9% | -65.9% | -55.8% |
| YTD | -29.3% | +34.9% | -64.2% | -42.1% |
| All | -3.2% | +46.6% | -49.8% | -22.1% |
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