+59.2%
ALB vs QSR
+28.6%
+30.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -6.6% | -4.0% | -2.6% | -5.9% |
| 30D | -8.1% | +2.8% | -10.9% | -8.7% |
| 3M | -25.7% | +5.1% | -30.8% | -26.7% |
| 6M | -29.5% | +8.8% | -38.3% | -32.0% |
| YTD | -16.2% | +14.8% | -31.0% | -21.2% |
| 1Y | +59.2% | +25.7% | +33.5% | +38.5% |
| All | +59.2% | +28.6% | +30.6% | +38.5% |
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