+80.9%
ALB vs FTV
+18.9%
+62.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | -1.2% | -8.3% | +7.1% | +0.4% |
| 3M | -13.3% | -7.4% | -5.9% | -12.2% |
| 6M | -19.8% | -1.2% | -18.6% | -19.9% |
| YTD | -7.9% | +2.7% | -10.6% | -8.8% |
| All | +80.9% | +18.9% | +62.0% | +69.0% |
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 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