-28.3%
ALB vs FTI
+292.5%
-320.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -8.1% | +5.3% | -13.3% | -10.1% |
| 30D | +6.3% | +15.3% | -9.1% | -0.1% |
| 3M | -23.6% | +15.8% | -39.3% | -28.6% |
| 6M | -24.6% | +22.6% | -47.2% | -31.8% |
| YTD | -10.3% | +79.5% | -89.8% | -31.1% |
| 1Y | +61.5% | +102.0% | -40.6% | +16.9% |
| All | -28.3% | +292.5% | -320.8% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling