+31.4%
ALB vs FN
+753.0%
-721.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.7% | -10.8% | -2.3% |
| 7D | +9.1% | 0.0% | +9.1% | +7.6% |
| 30D | -3.4% | -34.3% | +30.9% | +6.9% |
| 3M | -20.6% | -39.9% | +19.3% | -11.4% |
| 6M | -48.2% | -51.8% | +3.7% | -39.6% |
| YTD | -29.2% | -28.1% | -1.1% | -29.2% |
| 1Y | +10.0% | -29.1% | +39.1% | +9.4% |
| 3Y | -12.9% | +102.4% | -115.3% | -44.8% |
| 5Y | -61.3% | +171.7% | -232.9% | -78.9% |
| All | +31.4% | +753.0% | -721.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling