+267.2%
ALAB vs FTV
+6.7%
+260.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +26.9% | +3.7% | +23.2% | +24.2% |
| 30D | -30.0% | +16.8% | -46.8% | -36.2% |
| 3M | -28.5% | +10.4% | -38.9% | -32.5% |
| 6M | +11.4% | +12.8% | -1.4% | +2.1% |
| YTD | +36.9% | +23.3% | +13.6% | +16.6% |
| 1Y | +44.4% | +31.0% | +13.4% | +16.1% |
| All | +267.2% | +6.7% | +260.5% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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