-61.6%
ALB vs FND
-60.4%
-1.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.8% |
| 7D | +9.5% | +8.5% | +0.9% | +5.6% |
| 30D | -2.1% | +17.2% | -19.3% | -8.8% |
| 3M | -24.1% | -14.9% | -9.2% | -19.9% |
| 6M | -51.0% | +3.1% | -54.1% | -53.2% |
| YTD | -29.3% | -12.4% | -16.9% | -29.0% |
| 1Y | +3.2% | -10.0% | +13.2% | +1.9% |
| 3Y | -9.3% | -31.3% | +22.0% | -0.2% |
| 5Y | -61.6% | -60.3% | -1.3% | -47.1% |
| All | -61.6% | -60.4% | -1.2% | -47.1% |
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