+38.6%
ALB vs FDS
+127.7%
-89.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -5.8% | +1.5% | -7.2% | -6.2% |
| 30D | -4.5% | +14.8% | -19.4% | -9.6% |
| 3M | -28.1% | +16.3% | -44.4% | -32.6% |
| 6M | -53.2% | +66.2% | -119.4% | -63.1% |
| YTD | -33.3% | +16.2% | -49.6% | -39.5% |
| 1Y | -17.4% | +21.8% | -39.3% | -27.2% |
| 3Y | -14.1% | -23.9% | +9.7% | -5.1% |
| 5Y | -64.0% | -23.1% | -40.9% | -60.8% |
| All | +38.6% | +127.7% | -89.1% | -5.1% |
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