+31.6%
ALB vs FND
+57.3%
-25.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -8.6% | -0.8% | -7.8% | -8.5% |
| 30D | -4.0% | -19.6% | +15.5% | +3.2% |
| 3M | -17.4% | -4.3% | -13.0% | -17.7% |
| 6M | -25.4% | -20.4% | -4.9% | -21.5% |
| YTD | -10.5% | -21.9% | +11.3% | -5.8% |
| 1Y | +75.8% | -45.2% | +121.0% | +109.7% |
| 3Y | -28.5% | -49.2% | +20.7% | -13.7% |
| 5Y | -45.1% | -61.8% | +16.7% | -30.5% |
| All | +31.6% | +57.3% | -25.6% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling