+72.3%
AA vs FTI
+208.1%
-135.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.9% |
| 7D | +1.1% | +1.4% | -0.2% | +0.4% |
| 30D | -1.3% | -6.3% | +5.0% | +1.9% |
| 3M | -23.9% | -13.1% | -10.8% | -18.3% |
| 6M | -36.8% | -8.0% | -28.8% | -34.7% |
| YTD | -22.2% | +47.1% | -69.2% | -39.2% |
| 1Y | +10.4% | +50.7% | -40.3% | -15.2% |
| All | +72.3% | +208.1% | -135.8% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling