+8.6%
ALB vs Z
-54.2%
+62.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.4% | -4.1% | +5.1% |
| 7D | -2.1% | +10.2% | -12.2% | -2.2% |
| 30D | -9.0% | +23.7% | -32.7% | -9.2% |
| 3M | -21.1% | -6.6% | -14.6% | -21.5% |
| 6M | -49.9% | -23.0% | -26.9% | -49.4% |
| YTD | -32.3% | -50.3% | +18.0% | -29.7% |
| 1Y | +8.6% | -53.6% | +62.2% | +13.9% |
| All | +8.6% | -54.2% | +62.8% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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