+1,243.2%
ALB vs FTI
+1,715.2%
-471.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.4% |
| 7D | +9.5% | -4.3% | +13.8% | +11.1% |
| 30D | -2.1% | -8.0% | +5.9% | +0.6% |
| 3M | -24.1% | -8.0% | -16.1% | -22.2% |
| 6M | -51.0% | -8.7% | -42.3% | -50.0% |
| YTD | -29.3% | +43.9% | -73.2% | -39.5% |
| 1Y | +3.2% | +49.8% | -46.6% | -13.1% |
| 3Y | -9.3% | +211.7% | -221.0% | -43.7% |
| 5Y | -61.6% | +781.6% | -843.2% | -84.9% |
| 10Y | +40.8% | +180.2% | -139.4% | -28.9% |
| All | +1,243.2% | +1,715.2% | -471.9% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling