-62.0%
ALB vs FLR
+124.2%
-186.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +5.3% | +5.1% | +0.2% | +2.9% |
| 30D | -6.3% | -0.5% | -5.8% | -6.6% |
| 3M | -27.4% | -3.5% | -23.9% | -26.9% |
| 6M | -53.1% | +16.5% | -69.5% | -56.7% |
| YTD | -32.3% | +27.3% | -59.6% | -40.9% |
| 1Y | -7.3% | +10.6% | -17.9% | -14.8% |
| 3Y | -14.9% | +39.4% | -54.3% | -37.0% |
| 5Y | -62.0% | +126.4% | -188.4% | -76.8% |
| All | -62.0% | +124.2% | -186.2% | -76.8% |
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