-43.9%
ALB vs FDS
-17.4%
-26.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -3.5% |
| 7D | -8.1% | -1.9% | -6.2% | -7.6% |
| 30D | +6.3% | +9.0% | -2.8% | +3.7% |
| 3M | -23.6% | +18.9% | -42.4% | -27.9% |
| 6M | -24.6% | +35.1% | -59.7% | -33.1% |
| YTD | -10.3% | +5.5% | -15.8% | -11.3% |
| 1Y | +61.5% | -16.8% | +78.3% | +80.1% |
| 3Y | -34.0% | -28.1% | -5.9% | -20.8% |
| All | -43.9% | -17.4% | -26.5% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling