-14.1%
ALB vs Z
-18.1%
+4.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.2% |
| 7D | -5.8% | +0.8% | -6.6% | -6.0% |
| 30D | -4.5% | +5.2% | -9.7% | -6.6% |
| 3M | -28.1% | -17.0% | -11.0% | -25.6% |
| 6M | -53.2% | -22.7% | -30.5% | -50.9% |
| YTD | -33.3% | -56.3% | +23.0% | -17.5% |
| 1Y | -17.4% | -57.7% | +40.2% | +2.8% |
| 3Y | -14.1% | -16.5% | +2.4% | -25.2% |
| All | -14.1% | -18.1% | +4.0% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling