+247.2%
ARM vs FTI
+209.3%
+37.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.0% |
| 7D | -10.4% | -3.3% | -7.1% | -8.6% |
| 30D | -31.8% | -7.2% | -24.6% | -29.2% |
| 3M | -32.2% | -12.9% | -19.4% | -27.4% |
| 6M | -14.9% | -7.9% | -7.0% | -12.4% |
| YTD | +66.0% | +45.2% | +20.9% | +33.4% |
| 1Y | +17.2% | +48.1% | -30.8% | -7.0% |
| 3Y | +247.2% | +205.0% | +42.2% | +72.3% |
| All | +247.2% | +209.3% | +37.9% | +72.3% |
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 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