+32.3%
ALB vs Q
+71.3%
-39.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.9% |
| 7D | -8.1% | +0.2% | -8.3% | -8.2% |
| 30D | +6.3% | -11.1% | +17.4% | +9.2% |
| 3M | -23.6% | -22.1% | -1.4% | -19.2% |
| 6M | -24.6% | +0.5% | -25.1% | -26.8% |
| YTD | -10.3% | +47.8% | -58.1% | -17.8% |
| All | +32.3% | +71.3% | -39.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling