-4.9%
EQT vs ALB
+4.7%
-9.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.3% | -8.5% | -3.5% |
| 7D | -6.6% | -2.1% | -4.5% | -6.4% |
| 30D | +2.7% | -9.0% | +11.7% | +3.3% |
| 3M | -0.2% | -21.1% | +21.0% | +1.2% |
| 6M | -10.6% | -49.9% | +39.3% | -7.2% |
| YTD | -1.2% | -32.3% | +31.1% | -3.4% |
| 1Y | -4.9% | +8.6% | -13.5% | -14.2% |
| All | -4.9% | +4.7% | -9.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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