+1,400.5%
FANG vs ALB
+202.2%
+1,198.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | -1.7% | -4.4% | +2.7% | -0.4% |
| 30D | +6.8% | -1.2% | +7.9% | +6.9% |
| 3M | +1.3% | -13.3% | +14.6% | +4.7% |
| 6M | +11.8% | -19.8% | +31.6% | +16.1% |
| YTD | +35.1% | -7.9% | +43.0% | +31.6% |
| 1Y | +48.9% | +60.2% | -11.2% | +16.8% |
| 3Y | +42.8% | -26.4% | +69.3% | +33.6% |
| 5Y | +230.3% | -42.5% | +272.8% | +214.6% |
| 10Y | +167.0% | +83.0% | +84.0% | +35.7% |
| All | +1,400.5% | +202.2% | +1,198.4% | +515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling