+252.8%
SPOT vs ALB
+47.2%
+205.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.5% |
| 7D | -3.1% | -6.6% | +3.5% | -1.7% |
| 30D | +7.4% | -8.1% | +15.5% | +9.1% |
| 3M | +8.2% | -25.7% | +33.9% | +14.6% |
| 6M | +2.2% | -29.5% | +31.7% | +8.2% |
| YTD | -9.5% | -16.2% | +6.7% | -8.9% |
| 1Y | -23.8% | +59.2% | -83.1% | -35.2% |
| 3Y | +233.5% | -33.7% | +267.2% | +231.6% |
| 5Y | +112.2% | -48.1% | +160.3% | +118.8% |
| All | +252.8% | +47.2% | +205.6% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling