-1.9%
ALB vs FND
+57.9%
-59.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.6% |
| 7D | -5.8% | -6.8% | +1.1% | -3.4% |
| 30D | -4.5% | +8.0% | -12.5% | -7.6% |
| 3M | -28.1% | -18.9% | -9.1% | -23.2% |
| 6M | -53.2% | +4.7% | -57.9% | -55.2% |
| YTD | -33.3% | -21.6% | -11.7% | -30.3% |
| 1Y | -17.4% | -22.0% | +4.6% | -13.7% |
| 3Y | -14.1% | -40.4% | +26.3% | -1.9% |
| 5Y | -64.0% | -63.8% | -0.2% | -53.9% |
| All | -1.9% | +57.9% | -59.7% | -16.9% |
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