+97.8%
FTI vs ACGL
+5.3%
+92.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.2% |
| 7D | -0.2% | -2.9% | +2.7% | -0.3% |
| 30D | +12.3% | -2.8% | +15.1% | +12.2% |
| 3M | +13.8% | +6.8% | +7.0% | +14.1% |
| 6M | +24.3% | -1.5% | +25.8% | +25.2% |
| YTD | +75.8% | -0.2% | +76.0% | +76.4% |
| All | +97.8% | +5.3% | +92.5% | +97.5% |
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