+1,927.3%
EQT vs ALB
+2,911.7%
-984.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.8% |
| 7D | -0.8% | -4.4% | +3.6% | +0.4% |
| 30D | +6.6% | -1.2% | +7.8% | +6.7% |
| 3M | +4.4% | -13.3% | +17.7% | +7.6% |
| 6M | -10.5% | -19.8% | +9.3% | -7.1% |
| YTD | +3.7% | -7.9% | +11.7% | +2.0% |
| 1Y | +9.9% | +60.2% | -50.3% | -10.1% |
| 3Y | +35.4% | -26.4% | +61.8% | +27.3% |
| 5Y | +189.2% | -42.5% | +231.7% | +179.2% |
| 10Y | +50.7% | +83.0% | -32.3% | -9.7% |
| All | +1,927.3% | +2,911.7% | -984.4% | +538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling