-34.2%
ALB vs Z
-33.7%
-0.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.9% |
| 7D | -8.1% | -3.0% | -5.1% | -7.3% |
| 30D | +6.3% | -4.2% | +10.4% | +7.0% |
| 3M | -23.6% | -3.7% | -19.9% | -23.5% |
| 6M | -24.6% | -24.5% | -0.1% | -19.3% |
| YTD | -10.3% | -49.3% | +39.0% | +9.1% |
| 1Y | +61.5% | -58.7% | +120.1% | +110.8% |
| All | -34.2% | -33.7% | -0.4% | -34.9% |
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 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