-31.4%
ALB vs QSR
+25.0%
-56.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -7.6% | -4.7% | -2.9% | -5.2% |
| 30D | -5.6% | +4.3% | -9.9% | -8.0% |
| 3M | -16.8% | +5.4% | -22.3% | -20.0% |
| 6M | -26.3% | +8.2% | -34.5% | -31.1% |
| YTD | -13.2% | +14.1% | -27.4% | -22.2% |
| 1Y | +68.8% | +28.1% | +40.7% | +38.8% |
| All | -31.4% | +25.0% | -56.4% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling