+164.2%
ALB vs QSR
+211.0%
-46.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.7% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -1.2% | +5.9% | -7.1% | -3.9% |
| 3M | -13.3% | +10.5% | -23.8% | -17.7% |
| 6M | -19.8% | +7.7% | -27.5% | -23.3% |
| YTD | -7.9% | +16.8% | -24.7% | -15.5% |
| 1Y | +60.2% | +30.9% | +29.3% | +39.3% |
| 3Y | -26.4% | +28.2% | -54.6% | -35.3% |
| 5Y | -42.5% | +45.0% | -87.5% | -52.5% |
| 10Y | +83.0% | +127.3% | -44.3% | +24.3% |
| All | +164.2% | +211.0% | -46.8% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling