-34.2%
ALB vs FGI
-4.4%
-29.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.5% | -12.0% | -4.4% |
| 7D | -8.1% | +0.5% | -8.6% | -8.1% |
| 30D | +6.3% | +65.4% | -59.1% | +6.1% |
| 3M | -23.6% | +23.5% | -47.1% | -23.7% |
| 6M | -24.6% | +60.5% | -85.1% | -24.7% |
| YTD | -10.3% | +30.0% | -40.3% | -10.4% |
| 1Y | +61.5% | +82.1% | -20.6% | +62.4% |
| All | -34.2% | -4.4% | -29.8% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling