+8.6%
ALB vs FGI
+38.7%
-30.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.0% | +10.3% | +5.3% |
| 7D | -2.1% | +3.3% | -5.4% | -2.0% |
| 30D | -9.0% | -2.0% | -7.0% | -9.0% |
| 3M | -21.1% | +60.3% | -81.4% | -21.6% |
| 6M | -49.9% | +0.7% | -50.6% | -50.3% |
| YTD | -32.3% | +30.2% | -62.5% | -32.0% |
| 1Y | +8.6% | +44.4% | -35.8% | +6.6% |
| All | +8.6% | +38.7% | -30.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling