+207.4%
ALAB vs FN
+68.6%
+138.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.7% | -5.4% | -1.4% |
| 7D | -26.3% | 0.0% | -26.2% | -26.3% |
| 30D | -50.1% | -34.3% | -15.8% | -34.3% |
| 3M | -42.5% | -39.9% | -2.6% | -21.5% |
| 6M | -10.8% | -51.8% | +41.0% | +39.1% |
| YTD | +14.6% | -28.1% | +42.8% | +33.5% |
| 1Y | +17.1% | -29.1% | +46.2% | +38.1% |
| All | +207.4% | +68.6% | +138.8% | +124.7% |
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