+181.9%
FANG vs ALB
+78.3%
+103.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.8% |
| 7D | +2.9% | -6.6% | +9.5% | +4.9% |
| 30D | +2.6% | -8.1% | +10.7% | +4.9% |
| 3M | +7.6% | -25.7% | +33.3% | +16.3% |
| 6M | +17.3% | -29.5% | +46.8% | +26.2% |
| YTD | +38.7% | -16.2% | +54.9% | +39.0% |
| 1Y | +51.6% | +59.2% | -7.6% | +20.5% |
| 3Y | +50.0% | -33.7% | +83.7% | +45.9% |
| 5Y | +237.6% | -48.1% | +285.7% | +234.1% |
| All | +181.9% | +78.3% | +103.6% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling