+266.8%
FTI vs AGI
+204.0%
+62.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.5% |
| 7D | -5.6% | -5.3% | -0.4% | -5.1% |
| 30D | +0.4% | +6.8% | -6.3% | -0.4% |
| 3M | +8.1% | +8.3% | -0.2% | +6.6% |
| 6M | +16.7% | -29.2% | +45.9% | +20.6% |
| YTD | +70.0% | -7.3% | +77.2% | +68.9% |
| 1Y | +85.4% | +8.0% | +77.4% | +79.8% |
| All | +266.8% | +204.0% | +62.8% | +199.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling