-34.2%
ALB vs FFIV
+136.9%
-171.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | -8.1% | -1.0% | -7.1% | -7.8% |
| 30D | +6.3% | -5.1% | +11.3% | +8.3% |
| 3M | -23.6% | -4.5% | -19.1% | -22.6% |
| 6M | -24.6% | +36.5% | -61.1% | -37.7% |
| YTD | -10.3% | +53.0% | -63.2% | -31.1% |
| 1Y | +61.5% | +24.2% | +37.2% | +39.7% |
| All | -34.2% | +136.9% | -171.0% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling