+1,168.7%
FTI vs ALHC
-30.5%
+1,199.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -0.2% | -1.0% | +0.8% | -0.2% |
| 30D | +12.3% | -6.3% | +18.7% | +12.5% |
| 3M | +13.8% | -12.3% | +26.1% | +13.5% |
| 6M | +24.3% | -27.0% | +51.3% | +24.5% |
| YTD | +75.8% | -31.8% | +107.6% | +76.3% |
| 1Y | +99.6% | -17.0% | +116.6% | +99.2% |
| 3Y | +278.4% | +159.8% | +118.6% | +254.1% |
| 5Y | +1,168.7% | -25.1% | +1,193.8% | +1,189.1% |
| All | +1,168.7% | -30.5% | +1,199.2% | +1,189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling