+75.8%
ALB vs FND
-45.4%
+121.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -8.6% | -0.8% | -7.8% | -8.6% |
| 30D | -4.0% | -19.6% | +15.5% | -1.0% |
| 3M | -17.4% | -4.3% | -13.0% | -18.1% |
| 6M | -25.4% | -20.4% | -4.9% | -22.7% |
| YTD | -10.5% | -21.9% | +11.3% | -7.0% |
| 1Y | +75.8% | -45.2% | +121.0% | +105.8% |
| All | +75.8% | -45.4% | +121.2% | +105.8% |
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