-26.2%
AA vs FTI
+2,165.1%
-2,191.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -0.7% | +5.3% | -6.0% | -3.6% |
| 30D | +5.0% | +15.3% | -10.3% | -3.2% |
| 3M | -35.8% | +15.8% | -51.6% | -41.3% |
| 6M | -18.4% | +22.6% | -41.0% | -28.2% |
| YTD | -5.5% | +79.5% | -85.0% | -32.7% |
| 1Y | +61.0% | +102.0% | -41.1% | +6.9% |
| 3Y | +66.2% | +315.8% | -249.6% | -29.2% |
| 5Y | +11.4% | +1,129.5% | -1,118.1% | -76.0% |
| 10Y | +116.9% | +320.9% | -204.1% | -29.2% |
| All | -26.2% | +2,165.1% | -2,191.3% | -90.1% |
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