-7.3%
ALB vs FN
-24.2%
+16.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.5% | -3.5% |
| 7D | +5.3% | -4.1% | +9.3% | +5.5% |
| 30D | -6.3% | -28.3% | +22.1% | -1.7% |
| 3M | -27.4% | -33.9% | +6.5% | -23.4% |
| 6M | -53.1% | -43.9% | -9.2% | -49.4% |
| YTD | -32.3% | -23.4% | -8.9% | -32.7% |
| 1Y | -7.3% | -25.4% | +18.1% | -7.3% |
| All | -7.3% | -24.2% | +16.9% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling