+172.8%
ALAB vs FTV
-1.8%
+174.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.8% |
| 7D | +7.2% | -4.5% | +11.7% | +7.5% |
| 30D | -2.5% | -7.1% | +4.5% | -2.2% |
| 3M | -13.3% | -7.2% | -6.1% | -11.3% |
| 6M | +172.8% | -1.5% | +174.3% | +160.3% |
| All | +172.8% | -1.8% | +174.7% | +160.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling