+54.6%
FTI vs ALM
+44.8%
+9.8%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.5% | -3.4% |
| 7D | -9.7% | -6.4% | -3.3% | -9.4% |
| 30D | -8.2% | -35.0% | +26.8% | -6.7% |
| 3M | -7.8% | -33.8% | +26.0% | -6.5% |
| 6M | -13.4% | -55.0% | +41.6% | -10.7% |
| YTD | +45.1% | -0.2% | +45.3% | +54.1% |
| 1Y | +54.6% | +41.8% | +12.8% | +68.5% |
| All | +54.6% | +44.8% | +9.8% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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