+12.4%
AA vs FTI
+1,177.2%
-1,164.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.7% |
| 7D | -0.6% | -2.3% | +1.7% | +0.5% |
| 30D | -1.6% | +5.0% | -6.6% | -4.1% |
| 3M | -29.8% | +13.8% | -43.6% | -34.9% |
| 6M | -16.6% | +22.9% | -39.5% | -26.2% |
| YTD | -4.0% | +75.0% | -79.0% | -29.3% |
| 1Y | +63.5% | +96.9% | -33.4% | +12.9% |
| 3Y | +86.8% | +276.7% | -190.0% | -10.9% |
| 5Y | +12.4% | +1,157.0% | -1,144.6% | -74.3% |
| All | +12.4% | +1,177.2% | -1,164.9% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling