+1,605.6%
ALB vs FTI
+2,165.1%
-559.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -8.1% | +5.3% | -13.3% | -9.9% |
| 30D | +6.3% | +15.3% | -9.1% | +0.4% |
| 3M | -23.6% | +15.8% | -39.3% | -28.2% |
| 6M | -24.6% | +22.6% | -47.2% | -31.0% |
| YTD | -10.3% | +79.5% | -89.8% | -29.0% |
| 1Y | +61.5% | +102.0% | -40.6% | +21.3% |
| 3Y | -34.0% | +315.8% | -349.8% | -63.4% |
| 5Y | -44.6% | +1,129.5% | -1,174.1% | -81.0% |
| 10Y | +76.1% | +320.9% | -244.8% | -24.5% |
| All | +1,605.6% | +2,165.1% | -559.6% | +277.0% |
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