+87.3%
ALB vs FTI
+297.7%
-210.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -8.6% | -2.3% | -6.3% | -7.9% |
| 30D | -4.0% | +5.0% | -9.1% | -5.6% |
| 3M | -17.4% | +13.8% | -31.2% | -21.2% |
| 6M | -25.4% | +22.9% | -48.3% | -30.8% |
| YTD | -10.5% | +75.0% | -85.5% | -25.8% |
| 1Y | +75.8% | +96.9% | -21.1% | +39.8% |
| 3Y | -28.5% | +276.7% | -305.2% | -54.5% |
| 5Y | -45.1% | +1,157.0% | -1,202.1% | -76.6% |
| 10Y | +87.3% | +310.7% | -223.4% | -2.1% |
| All | +87.3% | +297.7% | -210.3% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling