+1,712.5%
ALB vs FDS
+10,327.4%
-8,614.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +2.1% |
| 7D | +9.1% | -0.5% | +9.6% | +9.2% |
| 30D | -3.4% | +20.2% | -23.6% | -9.5% |
| 3M | -20.6% | +19.9% | -40.5% | -26.0% |
| 6M | -48.2% | +56.2% | -104.3% | -56.9% |
| YTD | -29.2% | +14.6% | -43.8% | -35.7% |
| 1Y | +10.0% | +31.6% | -21.6% | -5.0% |
| 3Y | -12.9% | -23.8% | +10.9% | -9.8% |
| 5Y | -61.3% | -22.6% | -38.7% | -60.1% |
| 10Y | +35.8% | +139.3% | -103.5% | -5.5% |
| All | +1,712.5% | +10,327.4% | -8,614.9% | +493.2% |
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