+1,150.2%
ALB vs FLR
+532.1%
+618.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +5.3% | +5.1% | +0.2% | +3.3% |
| 30D | -6.3% | -0.5% | -5.8% | -6.5% |
| 3M | -27.4% | -3.5% | -23.9% | -27.0% |
| 6M | -53.1% | +16.5% | -69.5% | -56.0% |
| YTD | -32.3% | +27.3% | -59.6% | -38.9% |
| 1Y | -7.3% | +10.6% | -17.9% | -12.9% |
| 3Y | -14.9% | +39.4% | -54.3% | -28.7% |
| 5Y | -62.0% | +126.4% | -188.4% | -73.0% |
| 10Y | +33.0% | +8.4% | +24.6% | -0.8% |
| All | +1,150.2% | +532.1% | +618.1% | +507.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling