+83.0%
ALB vs FDS
+77.6%
+5.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +4.2% |
| 7D | -4.4% | -5.4% | +1.0% | -2.5% |
| 30D | -1.2% | +1.6% | -2.8% | -2.0% |
| 3M | -13.3% | +17.7% | -31.0% | -20.1% |
| 6M | -19.8% | +29.1% | -48.8% | -30.2% |
| YTD | -7.9% | +1.0% | -8.9% | -11.3% |
| 1Y | +60.2% | -21.6% | +81.8% | +72.8% |
| 3Y | -26.4% | -30.1% | +3.7% | -16.3% |
| 5Y | -42.5% | -20.7% | -21.8% | -38.9% |
| 10Y | +83.0% | +78.3% | +4.7% | +39.2% |
| All | +83.0% | +77.6% | +5.4% | +39.2% |
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