+314.2%
FTI vs AHR
+357.7%
-43.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -2.3% | -4.3% | +2.0% | -1.4% |
| 30D | +5.0% | -3.1% | +8.1% | +5.6% |
| 3M | +13.8% | +15.7% | -1.8% | +9.8% |
| 6M | +22.9% | +4.1% | +18.8% | +21.4% |
| YTD | +75.0% | +15.4% | +59.6% | +68.1% |
| 1Y | +96.9% | +28.0% | +68.9% | +83.5% |
| All | +314.2% | +357.7% | -43.5% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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