-62.1%
ALB vs Z
-55.4%
-6.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.6% |
| 7D | +9.1% | -4.6% | +13.6% | +10.0% |
| 30D | -3.4% | +8.3% | -11.7% | -6.8% |
| 3M | -20.6% | -11.6% | -9.0% | -19.0% |
| 6M | -48.2% | -33.6% | -14.5% | -42.7% |
| YTD | -29.2% | -56.7% | +27.4% | -11.3% |
| 1Y | +10.0% | -59.1% | +69.1% | +40.1% |
| 3Y | -12.9% | -20.4% | +7.5% | -16.2% |
| All | -62.1% | -55.4% | -6.7% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling