-15.6%
AA vs FTI
+848.3%
-864.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.0% |
| 7D | +1.1% | +1.4% | -0.2% | +0.5% |
| 30D | -1.3% | -6.3% | +5.0% | +1.7% |
| 3M | -23.9% | -13.1% | -10.8% | -18.6% |
| 6M | -36.8% | -8.0% | -28.8% | -34.8% |
| YTD | -22.2% | +47.1% | -69.2% | -37.6% |
| 1Y | +10.4% | +50.7% | -40.3% | -12.7% |
| 3Y | +72.0% | +209.0% | -136.9% | -8.8% |
| 5Y | -15.6% | +847.0% | -862.6% | -75.5% |
| All | -15.6% | +848.3% | -864.0% | -75.5% |
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 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