+61.5%
ALB vs QSR
+33.2%
+28.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -8.1% | +2.4% | -10.5% | -8.6% |
| 30D | +6.3% | +7.6% | -1.4% | +4.5% |
| 3M | -23.6% | +12.6% | -36.2% | -26.1% |
| 6M | -24.6% | +14.4% | -39.0% | -28.6% |
| YTD | -10.3% | +19.6% | -29.9% | -16.7% |
| 1Y | +61.5% | +33.9% | +27.6% | +30.6% |
| All | +61.5% | +33.2% | +28.2% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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