+35.8%
ARM vs FTI
+50.1%
-14.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.3% | +10.7% | +11.5% |
| 7D | +6.0% | +1.4% | +4.6% | +5.7% |
| 30D | -20.3% | -6.3% | -14.1% | -18.3% |
| 3M | -24.4% | -13.1% | -11.3% | -20.1% |
| 6M | -4.4% | -8.0% | +3.6% | -1.1% |
| YTD | +86.0% | +47.1% | +39.0% | +48.9% |
| 1Y | +35.8% | +50.7% | -14.9% | +9.6% |
| All | +35.8% | +50.1% | -14.2% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling