+1,168.7%
FTI vs ALC
-15.6%
+1,184.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.5% |
| 7D | -0.2% | -3.7% | +3.5% | +0.9% |
| 30D | +12.3% | -3.7% | +16.1% | +13.5% |
| 3M | +13.8% | +4.6% | +9.2% | +11.8% |
| 6M | +24.3% | -14.6% | +38.9% | +29.3% |
| YTD | +75.8% | -11.9% | +87.6% | +80.6% |
| 1Y | +99.6% | -13.1% | +112.8% | +105.5% |
| 3Y | +278.4% | -15.0% | +293.4% | +286.8% |
| 5Y | +1,168.7% | -16.2% | +1,184.9% | +1,230.4% |
| All | +1,168.7% | -15.6% | +1,184.3% | +1,230.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling