+809.6%
SPYM vs ALB
+622.8%
+186.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.4% |
| 7D | +0.1% | +9.5% | -9.4% | -2.1% |
| 30D | -3.3% | -2.1% | -1.2% | -3.0% |
| 3M | -2.4% | -24.1% | +21.7% | +3.6% |
| 6M | +2.6% | -51.0% | +53.6% | +20.1% |
| YTD | +11.3% | -29.3% | +40.6% | +16.8% |
| 1Y | +13.5% | +3.2% | +10.3% | +7.8% |
| 3Y | +80.3% | -9.3% | +89.6% | +61.0% |
| 5Y | +72.7% | -61.6% | +134.4% | +85.3% |
| 10Y | +312.2% | +40.8% | +271.4% | +166.4% |
| All | +809.6% | +622.8% | +186.8% | +259.4% |
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