-43.9%
ALB vs FN
+289.0%
-332.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.6% | -5.3% |
| 7D | -8.1% | -1.7% | -6.4% | -7.7% |
| 30D | +6.3% | -22.0% | +28.2% | +12.1% |
| 3M | -23.6% | -43.0% | +19.4% | -13.1% |
| 6M | -24.6% | -27.7% | +3.1% | -22.0% |
| YTD | -10.3% | -10.5% | +0.2% | -13.6% |
| 1Y | +61.5% | +12.5% | +49.0% | +43.1% |
| 3Y | -34.0% | +153.8% | -187.8% | -60.0% |
| All | -43.9% | +289.0% | -332.9% | -73.3% |
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 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