+40.8%
ALB vs FFIV
+132.4%
-91.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -1.3% |
| 7D | +9.5% | -2.1% | +11.5% | +10.3% |
| 30D | -2.1% | -33.8% | +31.7% | +18.4% |
| 3M | -24.1% | -20.6% | -3.5% | -17.4% |
| 6M | -51.0% | -10.2% | -40.8% | -50.7% |
| YTD | -29.3% | +24.5% | -53.8% | -41.7% |
| 1Y | +3.2% | +29.3% | -26.1% | -16.9% |
| 3Y | -9.3% | +103.8% | -113.1% | -45.0% |
| 5Y | -61.6% | +40.9% | -102.5% | -72.0% |
| 10Y | +40.8% | +126.6% | -85.8% | -22.9% |
| All | +40.8% | +132.4% | -91.6% | -22.9% |
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