-43.9%
ALB vs STT
+145.1%
-189.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.6% |
| 7D | -8.1% | +0.5% | -8.5% | -8.5% |
| 30D | +6.3% | +3.9% | +2.4% | +3.1% |
| 3M | -23.6% | +20.0% | -43.5% | -33.7% |
| 6M | -24.6% | +55.3% | -79.9% | -46.5% |
| YTD | -10.3% | +53.3% | -63.6% | -35.6% |
| 1Y | +61.5% | +74.7% | -13.2% | +5.2% |
| 3Y | -34.0% | +205.8% | -239.8% | -71.1% |
| All | -43.9% | +145.1% | -189.0% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling