+9,744.4%
SPGI vs ALB
+2,835.3%
+6,909.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.9% | -0.5% |
| 7D | +0.1% | -8.1% | +8.2% | +2.1% |
| 30D | +8.4% | +6.3% | +2.1% | +6.4% |
| 3M | +11.8% | -23.6% | +35.4% | +18.4% |
| 6M | +5.7% | -24.6% | +30.3% | +10.8% |
| YTD | -9.7% | -10.3% | +0.6% | -10.7% |
| 1Y | -12.5% | +61.5% | -73.9% | -27.2% |
| 3Y | +21.8% | -34.0% | +55.8% | +18.0% |
| 5Y | +8.2% | -44.6% | +52.8% | +4.0% |
| 10Y | +309.5% | +76.1% | +233.4% | +145.8% |
| All | +9,744.4% | +2,835.3% | +6,909.1% | +2,961.3% |
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