-12.9%
ALB vs FGI
+1.5%
-14.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +9.1% | -7.0% | +16.0% | +9.1% |
| 30D | -3.4% | -4.2% | +0.8% | -3.4% |
| 3M | -20.6% | +55.6% | -76.2% | -20.7% |
| 6M | -48.2% | -3.2% | -45.0% | -48.3% |
| YTD | -29.2% | +29.1% | -58.4% | -29.3% |
| 1Y | +10.0% | +51.0% | -41.0% | +10.1% |
| 3Y | -12.9% | +1.5% | -14.4% | -9.5% |
| All | -12.9% | +1.5% | -14.4% | -9.5% |
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