-3.2%
ALB vs Z
-58.2%
+55.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.1% |
| 7D | +9.5% | -5.2% | +14.6% | +9.3% |
| 30D | -2.1% | +5.7% | -7.8% | -2.3% |
| 3M | -24.1% | -8.7% | -15.4% | -24.4% |
| 6M | -51.0% | -26.0% | -25.0% | -50.7% |
| YTD | -29.3% | -55.0% | +25.7% | -27.7% |
| All | -3.2% | -58.2% | +55.0% | -0.2% |
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