+33.0%
ALB vs FN
+772.0%
-738.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.5% | -2.9% |
| 7D | +5.3% | -4.1% | +9.3% | +5.4% |
| 30D | -6.3% | -28.3% | +22.1% | +1.1% |
| 3M | -27.4% | -33.9% | +6.5% | -21.3% |
| 6M | -53.1% | -43.9% | -9.2% | -47.7% |
| YTD | -32.3% | -23.4% | -8.9% | -33.7% |
| 1Y | -7.3% | -25.4% | +18.1% | -9.2% |
| 3Y | -14.9% | +107.9% | -122.8% | -46.5% |
| 5Y | -62.0% | +195.1% | -257.1% | -79.8% |
| 10Y | +33.0% | +794.1% | -761.1% | -49.0% |
| All | +33.0% | +772.0% | -738.9% | -49.0% |
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