+40.8%
ALB vs FDS
+135.1%
-94.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +9.5% | -5.0% | +14.4% | +11.4% |
| 30D | -2.1% | +13.8% | -15.9% | -7.0% |
| 3M | -24.1% | +14.8% | -39.0% | -28.7% |
| 6M | -51.0% | +47.4% | -98.4% | -59.4% |
| YTD | -29.3% | +14.2% | -43.5% | -35.5% |
| 1Y | +3.2% | +26.6% | -23.5% | -11.1% |
| 3Y | -9.3% | -24.4% | +15.1% | +0.3% |
| 5Y | -61.6% | -22.6% | -39.0% | -58.4% |
| 10Y | +40.8% | +130.0% | -89.2% | -6.1% |
| All | +40.8% | +135.1% | -94.3% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling