-22.9%
SPOT vs ALB
+60.9%
-83.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.3% | -3.0% |
| 7D | -0.9% | -8.1% | +7.1% | -0.6% |
| 30D | +12.5% | +6.3% | +6.2% | +12.3% |
| 3M | +9.9% | -23.6% | +33.5% | +11.2% |
| 6M | +1.6% | -24.6% | +26.2% | +2.4% |
| YTD | -6.6% | -10.3% | +3.7% | -7.1% |
| 1Y | -22.9% | +61.5% | -84.4% | -25.9% |
| All | -22.9% | +60.9% | -83.9% | -25.9% |
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 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