+2,198.4%
ALB vs FDS
+9,502.8%
-7,304.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -3.3% |
| 7D | -8.1% | -1.9% | -6.2% | -7.5% |
| 30D | +6.3% | +9.0% | -2.8% | +3.1% |
| 3M | -23.6% | +18.9% | -42.4% | -29.0% |
| 6M | -24.6% | +35.1% | -59.7% | -34.0% |
| YTD | -10.3% | +5.5% | -15.8% | -15.4% |
| 1Y | +61.5% | -16.8% | +78.3% | +63.6% |
| 3Y | -34.0% | -28.1% | -5.9% | -29.7% |
| 5Y | -44.6% | -17.4% | -27.2% | -43.7% |
| 10Y | +76.1% | +85.4% | -9.3% | +34.2% |
| All | +2,198.4% | +9,502.8% | -7,304.4% | +680.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling