-3.6%
SMR vs ALB
-31.3%
+27.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.3% |
| 7D | +4.4% | -8.1% | +12.5% | +7.9% |
| 30D | +3.4% | +6.3% | -2.8% | +0.2% |
| 3M | -19.2% | -23.6% | +4.4% | -10.5% |
| 6M | -22.6% | -24.6% | +2.0% | -15.5% |
| YTD | -31.5% | -10.3% | -21.3% | -31.0% |
| 1Y | -73.1% | +61.5% | -134.5% | -79.2% |
| 3Y | +55.0% | -34.0% | +88.9% | +52.5% |
| All | -3.6% | -31.3% | +27.7% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling