-17.4%
ALB vs FTV
+31.1%
-48.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.8% | +3.9% | -9.7% | -6.3% |
| 30D | -4.5% | +18.7% | -23.2% | -7.2% |
| 3M | -28.1% | +10.0% | -38.1% | -29.4% |
| 6M | -53.2% | +14.6% | -67.7% | -54.4% |
| YTD | -33.3% | +23.4% | -56.7% | -35.9% |
| 1Y | -17.4% | +31.3% | -48.7% | -22.5% |
| All | -17.4% | +31.1% | -48.5% | -22.5% |
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