+350.4%
FTI vs ALC
+20.4%
+330.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -2.3% | -5.3% | +2.9% | 0.0% |
| 30D | +5.0% | -7.1% | +12.1% | +8.3% |
| 3M | +13.8% | +0.8% | +13.1% | +12.7% |
| 6M | +22.9% | -16.0% | +38.9% | +31.0% |
| YTD | +75.0% | -12.7% | +87.7% | +82.6% |
| 1Y | +96.9% | -12.8% | +109.7% | +104.5% |
| 3Y | +276.7% | -15.8% | +292.6% | +285.7% |
| 5Y | +1,157.0% | -16.7% | +1,173.7% | +1,172.8% |
| All | +350.4% | +20.4% | +330.0% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling