-12.9%
ALB vs FN
+101.0%
-113.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.7% | -10.8% | -1.5% |
| 7D | +9.1% | 0.0% | +9.1% | +8.0% |
| 30D | -3.4% | -34.3% | +30.9% | +4.5% |
| 3M | -20.6% | -39.9% | +19.3% | -13.5% |
| 6M | -48.2% | -51.8% | +3.7% | -41.4% |
| YTD | -29.2% | -28.1% | -1.1% | -29.2% |
| 1Y | +10.0% | -29.1% | +39.1% | +9.6% |
| 3Y | -12.9% | +102.4% | -115.3% | -52.4% |
| All | -12.9% | +101.0% | -113.9% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling