+296.4%
ARM vs FTI
+283.1%
+13.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.1% |
| 7D | +5.5% | +5.3% | +0.2% | +2.9% |
| 30D | -8.2% | +15.3% | -23.5% | -14.5% |
| 3M | -35.9% | +15.8% | -51.7% | -40.8% |
| 6M | +103.1% | +22.6% | +80.5% | +81.3% |
| YTD | +130.6% | +79.5% | +51.1% | +68.9% |
| 1Y | +86.1% | +102.0% | -15.9% | +27.1% |
| All | +296.4% | +283.1% | +13.3% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling