+46.8%
FTI vs ACGL
+21.8%
+25.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.8% |
| 7D | -4.3% | -1.1% | -3.2% | -4.4% |
| 30D | -8.0% | +13.1% | -21.2% | -6.9% |
| 3M | -8.0% | +9.8% | -17.8% | -7.2% |
| 6M | -8.7% | +15.3% | -23.9% | -6.5% |
| YTD | +43.9% | +12.7% | +31.2% | +46.3% |
| All | +46.8% | +21.8% | +25.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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