-33.7%
ALB vs EQX
+168.9%
-202.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.1% | -3.8% |
| 7D | -6.6% | -3.2% | -3.4% | -5.9% |
| 30D | -8.1% | +7.8% | -15.9% | -10.2% |
| 3M | -25.7% | +21.3% | -47.0% | -29.7% |
| 6M | -29.5% | -22.4% | -7.0% | -26.5% |
| YTD | -16.2% | -11.3% | -4.9% | -15.4% |
| 1Y | +59.2% | +13.5% | +45.7% | +52.8% |
| 3Y | -33.7% | +162.1% | -195.9% | -48.2% |
| All | -33.7% | +168.9% | -202.7% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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