+10.3%
ARM vs FTI
+49.9%
-39.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.4% |
| 7D | -15.2% | -7.6% | -7.6% | -12.5% |
| 30D | -40.7% | -7.1% | -33.5% | -38.8% |
| 3M | -39.1% | -8.7% | -30.4% | -36.6% |
| 6M | -26.4% | -14.0% | -12.4% | -21.1% |
| YTD | +59.7% | +42.8% | +16.9% | +28.6% |
| 1Y | +10.3% | +50.4% | -40.0% | -10.6% |
| All | +10.3% | +49.9% | -39.6% | -10.6% |
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