+61.5%
ALB vs FND
-36.4%
+97.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.2% | -4.7% |
| 7D | -8.1% | -5.2% | -2.8% | -7.3% |
| 30D | +6.3% | -19.9% | +26.1% | +9.9% |
| 3M | -23.6% | +2.7% | -26.3% | -25.1% |
| 6M | -24.6% | -21.7% | -2.9% | -20.7% |
| YTD | -10.3% | -17.5% | +7.2% | -7.5% |
| 1Y | +61.5% | -39.3% | +100.8% | +85.5% |
| All | +61.5% | -36.4% | +97.8% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling