+80.6%
ALB vs FTV
+90.8%
-10.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -3.7% |
| 7D | -8.1% | -4.5% | -3.6% | -5.0% |
| 30D | +6.3% | -7.1% | +13.3% | +12.2% |
| 3M | -23.6% | -7.2% | -16.4% | -20.2% |
| 6M | -24.6% | -1.5% | -23.1% | -25.2% |
| YTD | -10.3% | +3.5% | -13.7% | -15.8% |
| 1Y | +61.5% | +20.3% | +41.1% | +33.5% |
| 3Y | -34.0% | -3.1% | -30.9% | -34.4% |
| 5Y | -44.6% | +2.3% | -46.9% | -47.4% |
| 10Y | +76.1% | +76.3% | -0.2% | +24.7% |
| All | +80.6% | +90.8% | -10.1% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling