+34.3%
FANG vs ALB
+4.7%
+29.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.3% | -10.2% | -4.8% |
| 7D | -11.3% | -2.1% | -9.3% | -11.3% |
| 30D | -0.7% | -9.0% | +8.4% | -0.6% |
| 3M | -4.2% | -21.1% | +17.0% | -4.1% |
| 6M | -13.5% | -49.9% | +36.4% | -13.8% |
| YTD | +23.7% | -32.3% | +56.0% | +25.7% |
| 1Y | +34.3% | +8.6% | +25.7% | +39.5% |
| All | +34.3% | +4.7% | +29.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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