+264.0%
SPOT vs ALB
+57.7%
+206.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.3% | -2.2% |
| 7D | -0.9% | -8.1% | +7.1% | +0.9% |
| 30D | +12.5% | +6.3% | +6.2% | +10.8% |
| 3M | +9.9% | -23.6% | +33.5% | +15.5% |
| 6M | +1.6% | -24.6% | +26.2% | +5.9% |
| YTD | -6.6% | -10.3% | +3.7% | -7.3% |
| 1Y | -22.9% | +61.5% | -84.4% | -34.6% |
| 3Y | +244.3% | -34.0% | +278.2% | +245.4% |
| 5Y | +117.8% | -44.6% | +162.4% | +121.6% |
| All | +264.0% | +57.7% | +206.3% | +165.5% |
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 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