-9.3%
ALB vs FTI
+210.5%
-219.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.4% |
| 7D | +9.5% | -4.3% | +13.8% | +11.3% |
| 30D | -2.1% | -8.0% | +5.9% | +1.0% |
| 3M | -24.1% | -8.0% | -16.1% | -22.0% |
| 6M | -51.0% | -8.7% | -42.3% | -49.9% |
| YTD | -29.3% | +43.9% | -73.2% | -41.7% |
| 1Y | +3.2% | +49.8% | -46.6% | -16.7% |
| 3Y | -9.3% | +211.7% | -221.0% | -50.9% |
| All | -9.3% | +210.5% | -219.8% | -50.9% |
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