+51.8%
FTI vs ACGL
+20.5%
+31.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.4% | -1.2% | +6.6% | +5.2% |
| 30D | -8.2% | +12.8% | -21.0% | -7.1% |
| 3M | -13.7% | +12.3% | -26.0% | -12.7% |
| 6M | -11.2% | +15.8% | -27.0% | -9.1% |
| YTD | +46.0% | +13.9% | +32.1% | +48.5% |
| 1Y | +51.8% | +19.0% | +32.8% | +52.0% |
| All | +51.8% | +20.5% | +31.3% | +52.0% |
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