+1,664.2%
ALB vs FFIV
+7,518.9%
-5,854.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | -8.1% | -1.0% | -7.1% | -8.0% |
| 30D | +6.3% | -5.1% | +11.3% | +7.0% |
| 3M | -23.6% | -4.5% | -19.1% | -23.2% |
| 6M | -24.6% | +36.5% | -61.1% | -28.7% |
| YTD | -10.3% | +53.0% | -63.2% | -16.8% |
| 1Y | +61.5% | +24.2% | +37.2% | +54.6% |
| 3Y | -34.0% | +137.2% | -171.2% | -42.8% |
| 5Y | -44.6% | +91.8% | -136.4% | -50.4% |
| 10Y | +76.1% | +215.2% | -139.1% | +46.7% |
| All | +1,664.2% | +7,518.9% | -5,854.7% | +759.6% |
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