+365.7%
ALAB vs FTV
-11.1%
+376.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.2% | -6.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | -13.6% | -8.3% | -5.2% | -8.6% |
| 3M | -16.6% | -7.4% | -9.2% | -13.5% |
| 6M | +142.3% | -1.2% | +143.5% | +137.4% |
| YTD | +73.6% | +2.7% | +70.9% | +65.3% |
| 1Y | +33.7% | +18.4% | +15.2% | +9.4% |
| All | +365.7% | -11.1% | +376.8% | +298.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling