+87.3%
ALB vs FTV
+78.2%
+9.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -1.9% |
| 7D | -8.6% | -1.3% | -7.3% | -7.7% |
| 30D | -4.0% | -9.5% | +5.5% | +3.5% |
| 3M | -17.4% | -10.9% | -6.5% | -10.9% |
| 6M | -25.4% | -0.6% | -24.7% | -26.5% |
| YTD | -10.5% | +1.4% | -12.0% | -14.9% |
| 1Y | +75.8% | +17.6% | +58.2% | +47.4% |
| 3Y | -28.5% | -3.3% | -25.3% | -28.9% |
| 5Y | -45.1% | -0.1% | -45.0% | -47.0% |
| 10Y | +87.3% | +82.5% | +4.8% | +30.0% |
| All | +87.3% | +78.2% | +9.1% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling