Benchmark Comparison
Alpha vs major benchmarks, per variant
Select a benchmark to compare against, then review which strategies are outperforming (positive alpha) or underperforming (negative alpha) relative to the market. New here? Start with the Getting Started Guide or check the Glossary for unfamiliar terms.
Select Benchmark
Best Alpha
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Worst Alpha
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Avg Information Ratio
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Avg Tracking Error
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Alpha by Variant
| Variant | Name | Total Return | Benchmark Return | Alpha | Tracking Error | Info Ratio |
|---|---|---|---|---|---|---|
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Rolling 30-Day Alpha
Maximum Drawdown Comparison
Methodology
Alpha is the variant's total return minus the benchmark's total return over the same period, both read from the live book. Tracking error and information ratio are not currently computed by this system and render as n/a: they require a daily benchmark series, which no endpoint on this page provides. Drawdown comparison uses peak-to-trough analysis over the same period.
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