-34.2%
ALB vs FN
+158.4%
-192.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.6% | -5.2% |
| 7D | -8.1% | -1.7% | -6.4% | -7.8% |
| 30D | +6.3% | -22.0% | +28.2% | +11.4% |
| 3M | -23.6% | -43.0% | +19.4% | -14.3% |
| 6M | -24.6% | -27.7% | +3.1% | -22.3% |
| YTD | -10.3% | -10.5% | +0.2% | -13.3% |
| 1Y | +61.5% | +12.5% | +49.0% | +44.7% |
| All | -34.2% | +158.4% | -192.5% | -65.7% |
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