-41.1%
AA vs FTI
+1,779.9%
-1,821.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.9% |
| 7D | +0.5% | +4.3% | -3.8% | -1.9% |
| 30D | -0.6% | -4.7% | +4.1% | +1.6% |
| 3M | -19.7% | -13.5% | -6.1% | -13.4% |
| 6M | -41.6% | -8.7% | -32.9% | -39.3% |
| YTD | -24.6% | +49.0% | -73.6% | -40.8% |
| 1Y | +4.9% | +54.0% | -49.2% | -19.1% |
| 3Y | +66.8% | +211.6% | -144.8% | -16.0% |
| 5Y | -19.4% | +881.9% | -901.3% | -80.2% |
| 10Y | +43.1% | +188.1% | -145.0% | -42.4% |
| All | -41.1% | +1,779.9% | -1,821.0% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling