+61.5%
ALB vs FTV
+21.5%
+39.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -4.2% |
| 7D | -8.1% | -4.6% | -3.5% | -7.2% |
| 30D | +6.3% | -7.2% | +13.4% | +7.8% |
| 3M | -23.6% | -7.3% | -16.3% | -22.5% |
| 6M | -24.6% | -1.6% | -23.0% | -24.7% |
| YTD | -10.3% | +3.3% | -13.6% | -11.5% |
| 1Y | +61.5% | +20.2% | +41.3% | +45.6% |
| All | +61.5% | +21.5% | +39.9% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling