+1,163.9%
ALB vs FLR
+534.4%
+629.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.1% | +6.3% | -5.3% | -1.1% |
| 30D | -2.6% | +1.8% | -4.4% | -3.6% |
| 3M | -25.6% | -4.4% | -21.2% | -24.9% |
| 6M | -54.0% | +15.9% | -69.9% | -56.8% |
| YTD | -31.6% | +27.7% | -59.3% | -38.3% |
| 1Y | -6.6% | +11.6% | -18.2% | -12.4% |
| 3Y | -14.0% | +39.9% | -53.9% | -28.0% |
| 5Y | -62.5% | +127.5% | -190.0% | -73.4% |
| 10Y | +36.3% | +11.6% | +24.7% | +0.5% |
| All | +1,163.9% | +534.4% | +629.6% | +513.2% |
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