+883.3%
FTI vs ALC
-9.1%
+892.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.3% |
| 7D | +4.3% | -1.1% | +5.4% | +4.6% |
| 30D | -4.7% | +16.0% | -20.7% | -8.7% |
| 3M | -13.5% | +0.8% | -14.3% | -14.0% |
| 6M | -8.7% | +16.8% | -25.5% | -13.3% |
| YTD | +49.0% | -5.5% | +54.5% | +49.7% |
| 1Y | +54.0% | -5.3% | +59.3% | +54.5% |
| 3Y | +211.6% | +4.1% | +207.5% | +196.6% |
| All | +883.3% | -9.1% | +892.4% | +876.7% |
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