+1,291.3%
ALB vs FFIV
+5,965.2%
-4,673.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +9.1% | -8.1% | +17.2% | +10.5% |
| 30D | -3.4% | -33.4% | +30.0% | +2.7% |
| 3M | -20.6% | -24.7% | +4.1% | -17.4% |
| 6M | -48.2% | -8.8% | -39.3% | -47.9% |
| YTD | -29.2% | +21.8% | -51.0% | -32.3% |
| 1Y | +10.0% | +25.3% | -15.3% | +4.7% |
| 3Y | -12.9% | +101.2% | -114.1% | -22.9% |
| 5Y | -61.3% | +40.2% | -101.5% | -63.8% |
| 10Y | +35.8% | +129.0% | -93.2% | +18.2% |
| All | +1,291.3% | +5,965.2% | -4,673.9% | +599.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling