+38.6%
ALB vs FTI
+189.4%
-150.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.1% |
| 7D | -5.8% | +4.3% | -10.1% | -7.1% |
| 30D | -4.5% | -4.7% | +0.1% | -3.4% |
| 3M | -28.1% | -13.5% | -14.6% | -25.0% |
| 6M | -53.2% | -8.7% | -44.5% | -52.3% |
| YTD | -33.3% | +49.0% | -82.3% | -42.0% |
| 1Y | -17.4% | +54.0% | -71.5% | -29.0% |
| 3Y | -14.1% | +211.6% | -225.8% | -42.0% |
| 5Y | -64.0% | +881.9% | -945.9% | -83.4% |
| All | +38.6% | +189.4% | -150.8% | -18.2% |
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