+61.0%
AA vs FTI
+108.8%
-47.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.7% | +5.3% | -6.0% | -3.2% |
| 30D | +5.0% | +15.3% | -10.3% | -2.2% |
| 3M | -35.8% | +15.8% | -51.6% | -40.7% |
| 6M | -18.4% | +22.6% | -41.0% | -28.0% |
| YTD | -5.5% | +79.5% | -85.0% | -33.7% |
| 1Y | +61.0% | +102.0% | -41.1% | -1.5% |
| All | +61.0% | +108.8% | -47.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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