+226.2%
FANG vs ALB
-46.7%
+272.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.9% |
| 7D | +1.2% | -7.6% | +8.8% | +2.7% |
| 30D | +2.4% | -5.6% | +8.0% | +3.3% |
| 3M | +5.1% | -16.8% | +21.9% | +8.2% |
| 6M | +16.4% | -26.3% | +42.7% | +21.3% |
| YTD | +39.0% | -13.2% | +52.2% | +38.2% |
| 1Y | +50.6% | +68.8% | -18.2% | +26.7% |
| 3Y | +46.9% | -30.7% | +77.6% | +43.1% |
| All | +226.2% | -46.7% | +272.9% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling