+10,283.6%
SPGI vs ALB
+2,214.8%
+8,068.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +0.3% | +9.1% | -8.8% | -1.9% |
| 30D | +18.4% | -3.4% | +21.8% | +19.1% |
| 3M | +15.7% | -20.6% | +36.3% | +21.5% |
| 6M | +17.3% | -48.2% | +65.4% | +35.7% |
| YTD | -4.7% | -29.2% | +24.5% | -0.6% |
| 1Y | +1.8% | +10.0% | -8.2% | -5.8% |
| 3Y | +31.7% | -12.9% | +44.6% | +16.6% |
| 5Y | +12.1% | -61.3% | +73.4% | +18.2% |
| 10Y | +341.9% | +35.8% | +306.1% | +182.1% |
| All | +10,283.6% | +2,214.8% | +8,068.8% | +3,306.7% |
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