+834.8%
FTI vs ACM
+5.4%
+829.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -3.3% | +6.6% | -9.9% | -5.9% |
| 30D | -7.2% | +19.8% | -27.0% | -14.4% |
| 3M | -12.9% | -3.1% | -9.7% | -12.5% |
| 6M | -7.9% | -11.5% | +3.6% | -4.5% |
| YTD | +45.2% | -24.7% | +69.8% | +62.1% |
| 1Y | +48.1% | -45.1% | +93.1% | +100.0% |
| 3Y | +205.0% | -8.9% | +213.9% | +179.1% |
| All | +834.8% | +5.4% | +829.4% | +646.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling