+24.5%
ALAB vs FTI
+57.1%
-32.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.1% | -2.6% |
| 7D | -24.9% | -9.7% | -15.2% | -20.7% |
| 30D | -38.4% | -8.2% | -30.2% | -35.4% |
| 3M | -38.3% | -7.8% | -30.4% | -35.1% |
| 6M | +10.9% | -13.4% | +24.4% | +20.6% |
| YTD | +34.2% | +45.1% | -10.8% | -4.8% |
| 1Y | +24.5% | +54.6% | -30.1% | -28.1% |
| All | +24.5% | +57.1% | -32.6% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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