+307.3%
SPY vs ALB
+38.2%
+269.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.1% | +9.5% | -9.4% | -1.7% |
| 30D | -3.3% | -2.1% | -1.2% | -3.1% |
| 3M | -2.4% | -24.1% | +21.7% | +2.3% |
| 6M | +2.6% | -51.0% | +53.6% | +16.3% |
| YTD | +11.2% | -29.3% | +40.6% | +15.5% |
| 1Y | +13.4% | +3.2% | +10.2% | +8.7% |
| 3Y | +79.9% | -9.3% | +89.2% | +63.9% |
| 5Y | +72.2% | -61.6% | +133.8% | +84.1% |
| 10Y | +307.3% | +40.8% | +266.5% | +182.8% |
| All | +307.3% | +38.2% | +269.1% | +182.8% |
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