+1,036.2%
FTI vs AGI
+400.3%
+635.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -4.4% | -2.7% | -1.6% | -4.0% |
| 30D | +1.5% | +7.2% | -5.8% | +0.2% |
| 3M | +8.2% | +4.3% | +3.9% | +6.7% |
| 6M | +18.8% | -27.1% | +45.9% | +23.9% |
| YTD | +71.7% | -6.6% | +78.3% | +69.7% |
| 1Y | +90.0% | +9.5% | +80.5% | +81.1% |
| 3Y | +270.5% | +208.4% | +62.0% | +173.7% |
| All | +1,036.2% | +400.3% | +635.9% | +617.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling