-42.5%
ALB vs FLR
+248.0%
-290.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -4.4% | +0.7% | -5.1% | -4.6% |
| 30D | -1.2% | -0.7% | -0.5% | -1.3% |
| 3M | -13.3% | +14.3% | -27.6% | -18.7% |
| 6M | -19.8% | +25.6% | -45.4% | -28.6% |
| YTD | -7.9% | +42.9% | -50.8% | -22.3% |
| 1Y | +60.2% | +38.7% | +21.4% | +35.9% |
| 3Y | -26.4% | +61.8% | -88.2% | -47.4% |
| 5Y | -42.5% | +254.1% | -296.6% | -68.5% |
| All | -42.5% | +248.0% | -290.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling