-42.5%
ALB vs FND
-61.9%
+19.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +4.5% |
| 7D | -4.4% | +0.4% | -4.8% | -4.8% |
| 30D | -1.2% | -23.6% | +22.4% | +9.8% |
| 3M | -13.3% | +4.3% | -17.6% | -17.2% |
| 6M | -19.8% | -20.3% | +0.5% | -15.0% |
| YTD | -7.9% | -21.3% | +13.4% | -2.7% |
| 1Y | +60.2% | -45.4% | +105.5% | +99.1% |
| 3Y | -26.4% | -48.9% | +22.4% | -8.4% |
| 5Y | -42.5% | -61.0% | +18.5% | -22.6% |
| All | -42.5% | -61.9% | +19.3% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling