+36.3%
ALB vs FFIV
+130.1%
-93.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +1.1% | -2.9% | +4.0% | +2.4% |
| 30D | -2.6% | -32.4% | +29.8% | +16.6% |
| 3M | -25.6% | -22.7% | -2.9% | -17.7% |
| 6M | -54.0% | -10.7% | -43.3% | -53.6% |
| YTD | -31.6% | +25.4% | -56.9% | -43.7% |
| 1Y | -6.6% | +34.2% | -40.7% | -26.3% |
| 3Y | -14.0% | +101.2% | -115.2% | -47.4% |
| 5Y | -62.5% | +42.0% | -104.5% | -72.8% |
| 10Y | +36.3% | +126.7% | -90.4% | -25.6% |
| All | +36.3% | +130.1% | -93.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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