+96.9%
FTI vs ACM
-48.7%
+145.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.4% |
| 7D | -2.3% | -3.7% | +1.3% | -2.3% |
| 30D | +5.0% | -12.7% | +17.7% | +5.0% |
| 3M | +13.8% | -9.8% | +23.6% | +13.6% |
| 6M | +22.9% | -31.4% | +54.3% | +25.8% |
| YTD | +75.0% | -32.1% | +107.1% | +79.3% |
| 1Y | +96.9% | -47.8% | +144.7% | +102.4% |
| All | +96.9% | -48.7% | +145.6% | +102.4% |
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