+77.7%
SPY vs ALB
-14.4%
+92.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +2.6% | -5.8% | +8.4% | +3.3% |
| 30D | -2.0% | -4.5% | +2.6% | -1.5% |
| 3M | -2.8% | -28.1% | +25.3% | +0.7% |
| 6M | +2.1% | -53.2% | +55.3% | +10.9% |
| YTD | +11.5% | -33.3% | +44.8% | +14.8% |
| 1Y | +13.5% | -17.4% | +30.9% | +13.5% |
| 3Y | +77.7% | -14.1% | +91.8% | +65.0% |
| All | +77.7% | -14.4% | +92.1% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling