+38.6%
ALB vs FTV
+109.2%
-70.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -5.8% | +3.9% | -9.7% | -8.5% |
| 30D | -4.5% | +18.7% | -23.2% | -16.7% |
| 3M | -28.1% | +10.0% | -38.1% | -33.7% |
| 6M | -53.2% | +14.6% | -67.7% | -58.7% |
| YTD | -33.3% | +23.4% | -56.7% | -45.8% |
| 1Y | -17.4% | +31.3% | -48.7% | -36.4% |
| 3Y | -14.1% | +39.8% | -53.9% | -36.3% |
| 5Y | -64.0% | +17.7% | -81.7% | -69.7% |
| All | +38.6% | +109.2% | -70.6% | -16.8% |
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