+362.1%
FTI vs ALC
+24.0%
+338.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | +5.3% | -2.1% | +7.4% | +6.2% |
| 30D | +15.3% | -0.1% | +15.4% | +15.3% |
| 3M | +15.8% | +5.9% | +9.9% | +12.1% |
| 6M | +22.6% | -15.9% | +38.5% | +30.8% |
| YTD | +79.5% | -10.1% | +89.7% | +85.0% |
| 1Y | +102.0% | -10.2% | +112.2% | +107.1% |
| 3Y | +315.8% | -13.6% | +329.4% | +320.8% |
| 5Y | +1,129.5% | -15.1% | +1,144.6% | +1,139.3% |
| All | +362.1% | +24.0% | +338.1% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling