-61.6%
ALB vs FN
+148.3%
-209.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -14.2% | +17.8% | +7.1% |
| 7D | +5.5% | -16.0% | +21.4% | +9.0% |
| 30D | -7.5% | -40.1% | +32.6% | +3.8% |
| 3M | -16.9% | -43.9% | +27.0% | -6.6% |
| 6M | -49.2% | -55.6% | +6.4% | -40.3% |
| YTD | -29.9% | -35.7% | +5.8% | -28.0% |
| 1Y | +8.2% | -39.8% | +48.0% | +12.3% |
| 3Y | -19.4% | +80.3% | -99.7% | -48.0% |
| 5Y | -61.6% | +143.3% | -204.9% | -79.9% |
| All | -61.6% | +148.3% | -209.9% | -79.9% |
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