+54.6%
FTI vs AGI
-1.1%
+55.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.8% | -14.1% | -4.3% |
| 7D | -9.7% | -5.3% | -4.4% | -9.1% |
| 30D | -8.2% | -7.1% | -1.0% | -7.4% |
| 3M | -7.8% | +4.4% | -12.3% | -8.1% |
| 6M | -13.4% | -23.0% | +9.6% | -11.2% |
| YTD | +45.1% | -22.0% | +67.0% | +46.1% |
| 1Y | +54.6% | +0.3% | +54.3% | +49.1% |
| All | +54.6% | -1.1% | +55.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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