+308.8%
SPOT vs ALB
+20.2%
+288.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -3.0% | +1.1% | -4.0% | -3.2% |
| 30D | +15.2% | -2.6% | +17.8% | +15.5% |
| 3M | +21.6% | -25.6% | +47.1% | +28.5% |
| 6M | +45.2% | -54.0% | +99.2% | +69.1% |
| YTD | +4.9% | -31.6% | +36.5% | +9.6% |
| 1Y | -4.8% | -6.6% | +1.8% | -7.8% |
| 3Y | +256.3% | -14.0% | +270.2% | +218.3% |
| 5Y | +120.2% | -62.5% | +182.7% | +144.3% |
| All | +308.8% | +20.2% | +288.5% | +214.1% |
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