+2,367.9%
FTI vs AGI
+5,453.2%
-3,085.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | -2.3% | +2.2% | -4.5% | -2.6% |
| 30D | +5.0% | +11.3% | -6.2% | +3.5% |
| 3M | +13.8% | +5.6% | +8.2% | +12.4% |
| 6M | +22.9% | -27.7% | +50.6% | +26.7% |
| YTD | +75.0% | -4.1% | +79.1% | +73.3% |
| 1Y | +96.9% | +13.8% | +83.1% | +90.1% |
| 3Y | +276.7% | +217.0% | +59.7% | +215.5% |
| 5Y | +1,157.0% | +404.3% | +752.7% | +881.6% |
| 10Y | +310.7% | +400.5% | -89.8% | +195.5% |
| All | +2,367.9% | +5,453.2% | -3,085.3% | +1,383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling