+61.5%
ALB vs FDS
-17.4%
+78.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -4.8% |
| 7D | -8.1% | -1.9% | -6.2% | -8.2% |
| 30D | +6.3% | +9.0% | -2.8% | +7.2% |
| 3M | -23.6% | +18.9% | -42.4% | -21.7% |
| 6M | -24.6% | +35.1% | -59.7% | -21.9% |
| YTD | -10.3% | +5.5% | -15.8% | -6.2% |
| 1Y | +61.5% | -16.8% | +78.3% | +61.9% |
| All | +61.5% | -17.4% | +78.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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