+133.5%
QLD vs ALB
-17.6%
+151.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.6% | -16.3% | -13.7% |
| 7D | -18.6% | +5.5% | -24.0% | -19.9% |
| 30D | -28.3% | -7.5% | -20.8% | -26.8% |
| 3M | -20.4% | -16.9% | -3.4% | -16.7% |
| 6M | -14.3% | -49.2% | +34.9% | +2.8% |
| YTD | +2.8% | -29.9% | +32.6% | +9.8% |
| 1Y | -1.2% | +8.2% | -9.4% | -8.0% |
| All | +133.5% | -17.6% | +151.1% | +101.7% |
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 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