+23.5%
ALAB vs FTI
+89.8%
-66.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -3.9% |
| 7D | +0.6% | -5.6% | +6.2% | +3.5% |
| 30D | -8.8% | +0.4% | -9.2% | -8.7% |
| 3M | -14.0% | +8.1% | -22.1% | -17.5% |
| 6M | +144.3% | +16.7% | +127.6% | +122.5% |
| YTD | +71.0% | +70.0% | +1.1% | +30.4% |
| 1Y | +23.5% | +85.4% | -61.9% | -16.0% |
| All | +23.5% | +89.8% | -66.3% | -16.0% |
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