+81.9%
QQQ vs ALB
-13.2%
+95.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | -0.1% |
| 7D | -1.5% | +5.3% | -6.8% | -2.3% |
| 30D | -10.2% | -6.3% | -3.9% | -9.4% |
| 3M | -6.3% | -27.4% | +21.1% | -2.2% |
| 6M | -4.9% | -53.1% | +48.2% | +5.2% |
| YTD | +10.2% | -32.3% | +42.5% | +14.3% |
| 1Y | +8.8% | -7.3% | +16.1% | +7.3% |
| All | +81.9% | -13.2% | +95.1% | +67.4% |
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