+35.8%
EQT vs ALB
-31.4%
+67.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.9% |
| 7D | -1.2% | -7.6% | +6.4% | -0.4% |
| 30D | +1.1% | -5.6% | +6.7% | +1.6% |
| 3M | +4.8% | -16.8% | +21.6% | +6.5% |
| 6M | -10.6% | -26.3% | +15.7% | -8.5% |
| YTD | +3.4% | -13.2% | +16.7% | +3.2% |
| 1Y | +8.7% | +68.8% | -60.1% | -0.9% |
| All | +35.8% | -31.4% | +67.2% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling