+32.0%
ALB vs FND
+66.0%
-34.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.2% | -5.1% |
| 7D | -8.1% | -5.2% | -2.8% | -6.5% |
| 30D | +6.3% | -19.9% | +26.1% | +14.4% |
| 3M | -23.6% | +2.7% | -26.3% | -25.7% |
| 6M | -24.6% | -21.7% | -2.9% | -20.1% |
| YTD | -10.3% | -17.5% | +7.2% | -7.3% |
| 1Y | +61.5% | -39.3% | +100.8% | +85.7% |
| 3Y | -34.0% | -49.8% | +15.8% | -20.0% |
| 5Y | -44.6% | -60.1% | +15.5% | -30.9% |
| All | +32.0% | +66.0% | -34.0% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling