+278.4%
FTI vs ALC
-15.5%
+293.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.7% |
| 7D | -0.2% | -3.7% | +3.5% | +0.6% |
| 30D | +12.3% | -3.7% | +16.1% | +13.2% |
| 3M | +13.8% | +4.6% | +9.2% | +12.3% |
| 6M | +24.3% | -14.6% | +38.9% | +28.2% |
| YTD | +75.8% | -11.9% | +87.6% | +79.5% |
| 1Y | +99.6% | -13.1% | +112.8% | +104.3% |
| 3Y | +278.4% | -15.0% | +293.4% | +289.3% |
| All | +278.4% | -15.5% | +293.9% | +289.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling