+384.5%
ALAB vs FTI
+220.4%
+164.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.3% |
| 7D | +9.6% | -2.3% | +12.0% | +11.5% |
| 30D | -5.3% | +5.0% | -10.3% | -8.3% |
| 3M | -12.0% | +13.8% | -25.9% | -20.6% |
| 6M | +145.7% | +22.9% | +122.8% | +109.5% |
| YTD | +80.7% | +75.0% | +5.7% | +18.8% |
| 1Y | +40.1% | +96.9% | -56.8% | -16.2% |
| All | +384.5% | +220.4% | +164.1% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling