+479.3%
FTI vs ACM
+252.1%
+227.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.7% |
| 7D | +4.3% | +5.6% | -1.3% | +0.8% |
| 30D | -4.7% | +20.8% | -25.5% | -15.4% |
| 3M | -13.5% | +11.4% | -24.9% | -20.1% |
| 6M | -8.7% | +0.9% | -9.7% | -12.3% |
| YTD | +49.0% | -24.8% | +73.8% | +67.2% |
| 1Y | +54.0% | -46.4% | +100.5% | +111.7% |
| 3Y | +211.6% | -9.2% | +220.8% | +200.8% |
| 5Y | +881.9% | +5.0% | +876.9% | +760.7% |
| 10Y | +188.1% | +130.6% | +57.5% | +57.3% |
| All | +479.3% | +252.1% | +227.2% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling