+54.6%
FTI vs ACM
-46.6%
+101.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -3.3% |
| 7D | -9.7% | +9.5% | -19.2% | -9.5% |
| 30D | -8.2% | +14.7% | -22.9% | -8.0% |
| 3M | -7.8% | -9.5% | +1.7% | -7.6% |
| 6M | -13.4% | -18.0% | +4.6% | -12.1% |
| YTD | +45.1% | -27.3% | +72.3% | +49.4% |
| 1Y | +54.6% | -47.0% | +101.6% | +61.5% |
| All | +54.6% | -46.6% | +101.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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