+365.7%
ALAB vs FTI
+221.8%
+143.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -5.5% |
| 7D | +3.2% | -0.2% | +3.4% | +3.4% |
| 30D | -13.6% | +12.3% | -25.9% | -20.3% |
| 3M | -16.6% | +13.8% | -30.4% | -24.6% |
| 6M | +142.3% | +24.3% | +118.0% | +105.1% |
| YTD | +73.6% | +75.8% | -2.1% | +13.8% |
| 1Y | +33.7% | +99.6% | -66.0% | -20.8% |
| All | +365.7% | +221.8% | +143.9% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling