+207.4%
ALAB vs FTV
+2.8%
+204.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.3% | +6.3% |
| 7D | -26.3% | +0.2% | -26.5% | -26.1% |
| 30D | -50.1% | +15.7% | -65.8% | -54.3% |
| 3M | -42.5% | +7.5% | -50.0% | -44.8% |
| 6M | -10.8% | +8.5% | -19.3% | -16.4% |
| YTD | +14.6% | +18.8% | -4.2% | -0.2% |
| 1Y | +17.1% | +28.5% | -11.4% | -5.4% |
| All | +207.4% | +2.8% | +204.6% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling