+2,060.9%
FTI vs AJG
+1,743.8%
+317.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | -4.4% | -8.3% | +3.9% | -0.6% |
| 30D | +1.5% | -5.7% | +7.2% | +3.9% |
| 3M | +8.2% | +9.1% | -0.9% | +2.7% |
| 6M | +18.8% | +15.2% | +3.6% | +9.1% |
| YTD | +71.7% | -6.3% | +78.0% | +72.1% |
| 1Y | +90.0% | -19.1% | +109.2% | +103.5% |
| 3Y | +270.5% | +8.2% | +262.3% | +235.0% |
| 5Y | +1,084.5% | +75.6% | +1,008.9% | +731.6% |
| 10Y | +302.9% | +471.1% | -168.2% | +69.7% |
| All | +2,060.9% | +1,743.8% | +317.1% | +577.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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