+598.0%
FTI vs ACM
+230.8%
+367.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +5.3% | -3.7% | +9.0% | +7.6% |
| 30D | +15.3% | -11.1% | +26.4% | +22.0% |
| 3M | +15.8% | -8.0% | +23.8% | +18.8% |
| 6M | +22.6% | -29.7% | +52.2% | +46.2% |
| YTD | +79.5% | -29.4% | +108.9% | +110.9% |
| 1Y | +102.0% | -46.4% | +148.5% | +178.1% |
| 3Y | +315.8% | -22.3% | +338.2% | +344.6% |
| 5Y | +1,129.5% | +4.5% | +1,125.0% | +985.5% |
| 10Y | +320.9% | +127.6% | +193.3% | +132.3% |
| All | +598.0% | +230.8% | +367.3% | +186.6% |
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