+205.9%
ALB vs FN
+2,575.5%
-2,369.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -14.2% | +17.8% | +7.0% |
| 7D | +5.5% | -16.0% | +21.4% | +8.9% |
| 30D | -7.5% | -40.1% | +32.6% | +3.3% |
| 3M | -16.9% | -43.9% | +27.0% | -7.1% |
| 6M | -49.2% | -55.6% | +6.4% | -40.9% |
| YTD | -29.9% | -35.7% | +5.8% | -27.3% |
| 1Y | +8.2% | -39.8% | +48.0% | +13.3% |
| 3Y | -19.4% | +80.3% | -99.7% | -40.6% |
| 5Y | -61.6% | +143.3% | -204.9% | -74.5% |
| 10Y | +34.6% | +682.3% | -647.7% | -32.6% |
| All | +205.9% | +2,575.5% | -2,369.6% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling