+74.0%
ALB vs QSR
+135.2%
-61.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.7% |
| 7D | -6.6% | -4.0% | -2.6% | -4.8% |
| 30D | -8.1% | +2.8% | -10.9% | -9.4% |
| 3M | -25.7% | +5.1% | -30.8% | -27.9% |
| 6M | -29.5% | +8.8% | -38.3% | -33.1% |
| YTD | -16.2% | +14.8% | -31.0% | -22.9% |
| 1Y | +59.2% | +25.7% | +33.5% | +40.1% |
| 3Y | -33.7% | +27.5% | -61.3% | -42.0% |
| 5Y | -48.1% | +41.3% | -89.4% | -57.1% |
| All | +74.0% | +135.2% | -61.1% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling