+72.7%
SPYM vs ALB
-62.4%
+135.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.4% |
| 7D | +0.1% | +9.5% | -9.4% | -1.3% |
| 30D | -3.3% | -2.1% | -1.2% | -3.1% |
| 3M | -2.4% | -24.1% | +21.7% | +1.3% |
| 6M | +2.6% | -51.0% | +53.6% | +13.4% |
| YTD | +11.3% | -29.3% | +40.6% | +14.7% |
| 1Y | +13.5% | +3.2% | +10.3% | +9.5% |
| 3Y | +80.3% | -9.3% | +89.6% | +65.7% |
| 5Y | +72.7% | -61.6% | +134.4% | +83.6% |
| All | +72.7% | -62.4% | +135.1% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling