+44.4%
ALAB vs FN
-21.9%
+66.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | +1.5% |
| 7D | +26.9% | +20.8% | +6.2% | +11.2% |
| 30D | -30.0% | -17.3% | -12.7% | -20.1% |
| 3M | -28.5% | -38.1% | +9.6% | -3.5% |
| 6M | +11.4% | -44.2% | +55.7% | +57.9% |
| YTD | +36.9% | -22.3% | +59.2% | +44.4% |
| 1Y | +44.4% | -20.9% | +65.3% | +54.5% |
| All | +44.4% | -21.9% | +66.3% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling