+112.6%
SPOT vs ALB
-43.9%
+156.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.5% |
| 7D | -6.5% | -8.6% | +2.1% | -5.0% |
| 30D | +2.2% | -4.0% | +6.2% | +2.8% |
| 3M | +5.4% | -17.4% | +22.8% | +8.6% |
| 6M | -4.0% | -25.4% | +21.4% | -0.1% |
| YTD | -9.9% | -10.5% | +0.6% | -10.7% |
| 1Y | -27.3% | +75.8% | -103.1% | -38.7% |
| 3Y | +236.4% | -28.5% | +264.9% | +241.8% |
| 5Y | +112.6% | -45.1% | +157.7% | +112.5% |
| All | +112.6% | -43.9% | +156.5% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling