-61.6%
ALB vs FN
+206.7%
-268.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.9% | -12.0% | -3.0% |
| 7D | +9.5% | +16.3% | -6.8% | +4.0% |
| 30D | -2.1% | -24.7% | +22.6% | +3.6% |
| 3M | -24.1% | -34.9% | +10.8% | -17.9% |
| 6M | -51.0% | -41.1% | -9.9% | -46.5% |
| YTD | -29.3% | -19.6% | -9.7% | -31.5% |
| 1Y | +3.2% | -18.5% | +21.7% | -1.3% |
| 3Y | -9.3% | +119.1% | -128.5% | -44.2% |
| 5Y | -61.6% | +206.9% | -268.6% | -81.0% |
| All | -61.6% | +206.7% | -268.3% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling