-43.9%
ALB vs FFIV
+91.3%
-135.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | -8.1% | -1.0% | -7.1% | -7.7% |
| 30D | +6.3% | -5.1% | +11.3% | +8.6% |
| 3M | -23.6% | -4.5% | -19.1% | -22.5% |
| 6M | -24.6% | +36.5% | -61.1% | -38.4% |
| YTD | -10.3% | +53.0% | -63.2% | -32.1% |
| 1Y | +61.5% | +24.2% | +37.2% | +37.4% |
| 3Y | -34.0% | +137.2% | -171.2% | -63.4% |
| All | -43.9% | +91.3% | -135.2% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling