+8.6%
ALB vs FTI
+57.1%
-48.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.4% | +8.7% | +6.5% |
| 7D | -2.1% | -9.7% | +7.6% | +1.5% |
| 30D | -9.0% | -8.2% | -0.8% | -6.3% |
| 3M | -21.1% | -7.8% | -13.3% | -19.1% |
| 6M | -49.9% | -13.4% | -36.5% | -47.0% |
| YTD | -32.3% | +45.1% | -77.3% | -43.3% |
| 1Y | +8.6% | +54.6% | -46.0% | -11.8% |
| All | +8.6% | +57.1% | -48.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling