+249.6%
ALAB vs FN
+88.6%
+161.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +11.9% | +1.9% | +5.8% |
| 7D | -5.6% | +16.3% | -21.9% | -14.6% |
| 30D | -36.6% | -24.7% | -11.9% | -23.6% |
| 3M | -35.1% | -34.9% | -0.2% | -15.8% |
| 6M | +8.5% | -41.1% | +49.6% | +48.9% |
| YTD | +30.4% | -19.6% | +50.0% | +41.2% |
| 1Y | +31.0% | -18.5% | +49.6% | +41.5% |
| All | +249.6% | +88.6% | +161.0% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling