-69.4%
SMR vs ALB
+69.7%
-139.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.2% |
| 7D | +13.1% | -8.6% | +21.7% | +17.2% |
| 30D | +17.8% | -4.0% | +21.8% | +19.0% |
| 3M | +8.1% | -17.4% | +25.5% | +15.2% |
| 6M | -11.1% | -25.4% | +14.3% | -4.9% |
| YTD | -23.7% | -10.5% | -13.2% | -27.2% |
| 1Y | -69.4% | +75.8% | -145.2% | -84.4% |
| All | -69.4% | +69.7% | -139.1% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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