+913.9%
FTI vs ALHC
-28.9%
+942.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.4% |
| 6M | +22.6% | -28.3% | +50.9% | +22.9% |
| YTD | +79.5% | -31.4% | +111.0% | +80.2% |
| 1Y | +102.0% | -16.9% | +119.0% | +101.6% |
| 3Y | +315.8% | +135.5% | +180.3% | +291.9% |
| 5Y | +1,129.5% | -33.6% | +1,163.1% | +1,127.8% |
| All | +913.9% | -28.9% | +942.8% | +878.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling