+2,159.9%
FTI vs ACGL
+5,613.8%
-3,453.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.6% |
| 7D | +5.3% | -0.7% | +6.0% | +5.7% |
| 30D | +15.3% | -1.0% | +16.3% | +15.8% |
| 3M | +15.8% | +11.0% | +4.7% | +8.5% |
| 6M | +22.6% | -0.3% | +22.9% | +21.5% |
| YTD | +79.5% | +2.3% | +77.3% | +74.6% |
| 1Y | +102.0% | +6.4% | +95.6% | +91.5% |
| 3Y | +315.8% | +34.0% | +281.9% | +235.2% |
| 5Y | +1,129.5% | +161.6% | +967.9% | +562.8% |
| 10Y | +320.9% | +278.6% | +42.4% | +92.7% |
| All | +2,159.9% | +5,613.8% | -3,453.8% | +482.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling