+400.4%
ALAB vs FTV
-10.4%
+410.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +10.4% |
| 7D | +7.2% | -4.5% | +11.7% | +10.4% |
| 30D | -2.5% | -7.1% | +4.5% | +2.1% |
| 3M | -13.3% | -7.2% | -6.1% | -10.2% |
| 6M | +172.8% | -1.5% | +174.3% | +168.1% |
| YTD | +86.6% | +3.5% | +83.1% | +76.7% |
| 1Y | +65.2% | +20.3% | +44.8% | +33.3% |
| All | +400.4% | -10.4% | +410.8% | +325.5% |
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