-17.4%
ALB vs Z
-58.2%
+40.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.4% |
| 7D | -5.8% | +0.8% | -6.6% | -5.7% |
| 30D | -4.5% | +5.2% | -9.7% | -4.7% |
| 3M | -28.1% | -17.0% | -11.0% | -28.3% |
| 6M | -53.2% | -22.7% | -30.5% | -52.8% |
| YTD | -33.3% | -56.3% | +23.0% | -30.3% |
| 1Y | -17.4% | -57.7% | +40.2% | -13.6% |
| All | -17.4% | -58.2% | +40.8% | -13.6% |
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