-11.7%
EQT vs ALB
-20.3%
+8.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -2.0% | -8.6% | +6.6% | -1.7% |
| 30D | +1.0% | -4.0% | +5.1% | +1.1% |
| 3M | +4.0% | -17.4% | +21.4% | +4.3% |
| 6M | -11.7% | -25.4% | +13.7% | -12.7% |
| All | -11.7% | -20.3% | +8.6% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling