+2,885.9%
ALB vs STT
+3,594.0%
-708.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -8.1% | +0.5% | -8.5% | -8.3% |
| 30D | +6.3% | +3.9% | +2.4% | +4.6% |
| 3M | -23.6% | +20.0% | -43.5% | -29.0% |
| 6M | -24.6% | +55.3% | -79.9% | -36.9% |
| YTD | -10.3% | +53.3% | -63.6% | -24.4% |
| 1Y | +61.5% | +74.7% | -13.2% | +29.6% |
| 3Y | -34.0% | +205.8% | -239.8% | -56.7% |
| 5Y | -44.6% | +145.0% | -189.6% | -60.8% |
| 10Y | +76.1% | +266.0% | -189.9% | +5.2% |
| All | +2,885.9% | +3,594.0% | -708.1% | +751.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling