-62.1%
ALB vs FFIV
+39.5%
-101.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +9.1% | -8.1% | +17.2% | +13.3% |
| 30D | -3.4% | -33.4% | +30.0% | +15.6% |
| 3M | -20.6% | -24.7% | +4.1% | -11.7% |
| 6M | -48.2% | -8.8% | -39.3% | -48.8% |
| YTD | -29.2% | +21.8% | -51.0% | -42.2% |
| 1Y | +10.0% | +25.3% | -15.3% | -12.0% |
| 3Y | -12.9% | +101.2% | -114.1% | -50.5% |
| All | -62.1% | +39.5% | -101.6% | -75.1% |
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