-44.6%
ALB vs QSR
+41.5%
-86.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.9% |
| 7D | -8.6% | -2.4% | -6.2% | -7.4% |
| 30D | -4.0% | +5.7% | -9.7% | -7.3% |
| 3M | -17.4% | +6.9% | -24.3% | -21.4% |
| 6M | -25.4% | +6.9% | -32.2% | -29.7% |
| YTD | -10.5% | +14.9% | -25.4% | -20.2% |
| 1Y | +75.8% | +29.1% | +46.7% | +44.5% |
| 3Y | -28.5% | +26.1% | -54.6% | -40.8% |
| All | -44.6% | +41.5% | -86.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling