-24.6%
ALB vs Z
-23.1%
-1.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.5% |
| 7D | -8.1% | -3.0% | -5.1% | -8.1% |
| 30D | +6.3% | -4.2% | +10.4% | +6.0% |
| 3M | -23.6% | -3.7% | -19.9% | -22.5% |
| 6M | -24.6% | -24.5% | -0.1% | -22.1% |
| All | -24.6% | -23.1% | -1.5% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling