-26.4%
ALB vs FTV
-3.2%
-23.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.2% |
| 7D | -4.4% | -0.4% | -4.0% | -4.2% |
| 30D | -1.2% | -8.3% | +7.1% | +5.3% |
| 3M | -13.3% | -7.4% | -5.9% | -9.4% |
| 6M | -19.8% | -1.2% | -18.6% | -21.1% |
| YTD | -7.9% | +2.7% | -10.6% | -14.4% |
| 1Y | +60.2% | +18.4% | +41.7% | +27.6% |
| 3Y | -26.4% | -2.0% | -24.4% | -27.9% |
| All | -26.4% | -3.2% | -23.2% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling