+102.0%
FTI vs ALHC
-16.6%
+118.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.3% | -0.6% | +5.9% | +5.3% |
| 30D | +15.3% | -1.0% | +16.4% | +15.3% |
| 3M | +15.8% | -10.2% | +25.9% | +13.3% |
| 6M | +22.6% | -28.3% | +50.9% | +21.6% |
| YTD | +79.5% | -31.4% | +111.0% | +77.2% |
| 1Y | +102.0% | -16.9% | +119.0% | +95.1% |
| All | +102.0% | -16.6% | +118.6% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling