+2,791.6%
SPY vs ALB
+2,835.3%
-43.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | +0.7% |
| 7D | +0.1% | -8.1% | +8.2% | +2.1% |
| 30D | +0.1% | +6.3% | -6.2% | -1.7% |
| 3M | +2.0% | -23.6% | +25.6% | +8.1% |
| 6M | +13.0% | -24.6% | +37.6% | +18.7% |
| YTD | +13.5% | -10.3% | +23.8% | +13.0% |
| 1Y | +20.0% | +61.5% | -41.5% | +1.1% |
| 3Y | +77.2% | -34.0% | +111.2% | +73.6% |
| 5Y | +81.9% | -44.6% | +126.5% | +77.1% |
| 10Y | +314.1% | +76.1% | +238.0% | +162.0% |
| All | +2,791.6% | +2,835.3% | -43.7% | +826.3% |
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